here are some useful tips.
don't use Internet Explorer
disable Java and even Javascript. also, for when you do use Java get Sun Java. it's this version "JRE"
http://java.sun.com/j2se/1.5.0/download.jsp
use a web filter like Privoxy or Proxomitron, they inject code into the page and strip away harmful code too. they are fairly hard to understand though, but, there are help forums. you can just install them and leave it at that, and it will help lots, they also stop popups and ads too. they are both free
http://www.proxomitron.info/
http://www.privoxy.org/
use security programs that work from the kernel. the kernel is in charge of resource and hardware allocation.
two free kernel based programs, that will let you know and let you stop, any program trying to do harm to your PC are Process Guard Free and RegDefend
http://www.diamondcs.com.au/processguard/index.php?page=download
http://www.ghostsecurity.com/index.php?page=regdefend
also, for XP XPantiSpy or SafeXP will secure your PC. they are free and esy to use. just run them once and they will disable alot of bad stuff.
http://www.xp-antispy.org/
http://www.theorica.net/safexp.htm