So this drive by download thing can affect mozilla thunderbird as well as i get the spam failed delivery notifications as well on my ISP email address i use with that.

A lot of these failed delivery reports are because the spammers are spoofing the email system into thinking the fake mails come from you, but they really are not. Its not that hard to do....  Just take a close look at some spam emails, you can tell that with some of them a lot of work was done to make them look very real.

The best way to avoid these notifications is to never print your email address in any public form on the internet, this includes having them on forum posts forum profiles, anywhere that a web bot can read it... thats why sometimes you see people post their emails as "suchandsuch at fakeemailcomp dot com" or variations of that style, they probably dont work as im sure the bots that gather email addresses can probably read that style now...

Basicly the best email security you can have is what bagginsbill said combined with having multiple email accounts, have one for personal stuff with friends and family, one for joining sites, and one for your online public persona.  This way if one ever gets compromised the hit is not too bad !