I heard rumors about this so personally i've been trying to infect the version I have on my VBox, but haven't found luck in doing so. It seems it's harder to go and find a virus when you need one, as opposed to when you don't expect to get one lol. There's also more socially engineered protection of course... One of the things I hate Microsoft for, for moving towards that trend where they think they need to prompt you to make sure that you've tied your shoes so you don't trip and fall...
Not really a rumour. "If you don’t have another solution installed, Windows 8 will provide you protection with a significantly improved version of Windows Defender." http://blogs.msdn.com/b/b8/archive/2011/09/15/protecting-you-from-malware.aspx However, the current exchange on the web is that it is present already in Windows 8 developer. That imho, I would discount as a rumour. I can find no MS statement that supports it.