This is a great Howto, but I thought people might be interested in a sort of middle-path:
1. Install Linux inside a virtual machine, secure it, and lock it down using IPTables. Install bitcoin and create your 'íntermediate' wallet here. Use it for storing moderate amounts of bitcoins (more than hundreds of dollars worth say) that will involve frequent transactions. If you set things up well it will be more secure than running from inside your native OS for example.
2. Have a LiveCD image of TAILS (an anonynimity/security focused LiveCD distribution) available inside the virtual machine. Install a virtual machine within the virtual machine and use it to boot the TAILS liveCD. Apply the technique described in the OP using this tails distro. This wallet should end up being not only super secure, but relatively anonymous. For even more anonymity, configure the first linux VM (host for Tails) to use a VPN, with IPTables filtering all on-vpn traffic. Purchase the VPN using Bitcoin. This is the ultimate paranoia solution for both anonymity and security.
Or just make sure have a decent virus checker installed, and copy your wallet to removable device that you can copy to from your computer when you need it. Although that might be suggested in one of the other 50 000 posts on this topic!