Use an Anti-Virus program.
I recommend is Avast free.
Use a firewall program.
Use Anti-Spyware software.
Spybot is a good free Anti-Spyware program.
Update your security software, OS and scan your computer weekly for viruses, spyware, and adware.
Download and buy software and files from trusted sites you know are virus free like download.com or sourceforge.net