Internet security - the basics
Antivirus software… Use it and keep it up to date!
Use a firewall – Windows has a firewall built in and most antivirus packages also include one.
Keep your system up to date - Not just anti-virus and firewall software, but the system in general. Developers regularly issue updates/patches/fixes. These updates could be released because the developer has discovered a security weakness in their product and should not be ignored. If you are prompted to download an update then you should!