Ouch!
1) Install ZoneAlarm - it's free! Set Internet security to High and manually allow/disallow programs in (obviously) and OUT! Deny anything OUT that you don't expect to go out (Word wants to go online? wtf!? F**k off!)
2) Latest Ad-Aware as others have said, use RefUpdate to keep config database current.
3) Use anything other than M$ software, for everything! MP3 - WinAmp, web/mail NS7.01 or Opera 7.01 More secure, faster.
4) Block popup ads - Opera7.01 and NS7.01 do this automatically if you choose.
5) Block banner ads - AdFree. Note to Wayne, it only blocks common generic servers, not amiga.org ads, honest! :-)
6) Never submit even your e-mail address to any form online unless you TRUST the site. Have 2 e-mail accounts, 1 on PC for trusted/friends. 1 webmail for signing up to stuff.
7) Put this in your Autoexec.bat
regsvr32.exe -u regwizc.dll
8)Use RegCleaner (NOT the M$ similarly named one) to clean/remove stuff from the registry or use regedit and remove stuff (use the above if you're unsure)
9)Do the other million things you need to to get a workable, secure Winbloat system on your Piece of Crap! 8-O