It may sound crazy, but I did suffer from it myself. My Windows XP installation was guaranteed to be infected by the worm, because like you said, without any interaction (I didn't even open up the browser, to make sure I was not crazy), the Blaster worm was often sent from somewhere in the Internet during the installation procedure. Even if it wasn't, there was not enough time for me to run Windows Update before my computer being infected, because the infamous "your computer should restart now" message always displayed several minutes after the installation was done. So back in the days, I always made sure to turn off the DMZ before reinstalling Windows XP.

You could check how frequent the attacks were by yourself. I was using a custom firewall software, called ZoneAlarm, to see how many attacks I was receiving in a day. The log said literally every few minutes, the infectious Blaster worm packet was received. It was like how frequent your SSH server is attacked with random passwords - you can see this from the SSH server log too.