1. Run a firewall, either software or router based. I use the free version of Zone Alarm.
2. Keep an UPDATED anti-virus program on your computer. A non-updated antivirus is just like not running one at all! I use Norton Anti-Virus, although there are some good free ones out there too, like AVG from Grisoft.
3. Occassionally run spyware detection tools like Spybot Search & Destroy, AdAware, and Spyware Blaster.
4. Scan all email attachments for viruses before opening, better yet, don't open at all, especially if you are unsure of their origin. Also, don't just click on install dialogs willy nilly if they pop up without asking first.
5. DO NOT USE INTERNET EXPLODER AS YOUR PRIMARY BROWSER!!! Use a third party browser like Opera(my primary browser) or Firefox. Exploder has more security holes than swiss cheese! And don't use the Internet Exploder "shells" like Avant Browser or Maxthon either... using them is the same as using IE, since they use the IE engine.