Its always been the same. Viruses, worms, bugs or whatever you want to call them. Anti-virus software is only so good the best thing you can do to protect your computer is get a router and use that as your "hub" and plug into that as it then acts as a very good firewall protecting your computer from all sorts of atacks.
I cant stress it enough NEVER open email atachments unless you know your expecting it from someone and at the very least have a good virus protection program like AVG and run programs like "Spybot search and destroy" and "Addaware" a couple times a month. All are free downloads and will dramaticly reduce problems.