Yup, some years back ( more than 10), we had a cable connection (then NTL, or maybe even C&W still). Single PC in the house, no router, just connected straight to the cable box.
One day, I reinstalled windows (probably 2000). I forgot to disconnect the machine from the cable box. It got infected with something (Blaster possibly, though I thought it was before that) pretty much as soon as it was installed, as I had no chance to install firewall