It never ceases to amaze me how this can be so hard. By following couple of simple advice (most given here already) and you're safe.
- Use NAT (either from the routing network hw, or from linux/bsd). This is the single most effective way to block tons of malware coming thru OS service vulnerabilities. No-one from outside world can access your box directly. This also allows you to safely (re)install Windows without fear of instant infection.
- Keep your Windows updated. This is absolutely crucial for safe system. Enable automatic updates.
- Use antivirus program. If you don't want to pay, there are good free alternatives, for example Avira/AVG/Avast. Have the program autoscan the system regularily.
- Use spyware/adware scanner. Spybot S&D and Ad-Aware SE are both free and very effective. Use both for best coverage. Update the databases and scan the system frequently.
- Use the windows built-in firewall, just in case (maybe you someday need to connect the system to inet directly. This way you won't get infected in that case, either). You can also use Zonealarm if you like.
- Use Firefox. Whatever is said about Firefox vulnerabilities, they are still patched much faster than IEs. Most malware is for IE. Only use IE for sites that you really must (read: sites that suck with Firefox).
- Don't use outlook. If you must use outlook, disable html mail display. 99.99% malware comes thru IE and Outlook (it uses IE engine to display html, so any hole in IE is hole in Outlook). Eliminate both and you're already very safe.
- Don't download and install software/games from questionable sources. Really, don't.
- Never automatically click "Yes" on dialogs. Always read the dialog text, first.
- Offers sounding too good to be true are not true.
- Learn to identify most common scams: chain letters, pyramid schemes, telemarketing scams, 419 frauds (advance fee fraud), bank phishing, stock scams (penny stock scams) etc. If you know the current/old scams, you're much more likely to identify new ones aswell.
- Don't install anything recommended by your friend via email, without checking with him/her first. Viruses/backdoors can forge really convincing fake messages these days, reusing parts of legit previous correspondance.
The above list is incomplete, but this alone is going to keep you safer than 99.99% of the Windows users.
