I will assume that you are already doing the obvious...running a good anti-virus and a good anti-spyware program. So here's some other tips.
1. Keep your Windows and all your software 100% updated and patched at all times. Trojans and other malware look to exploit vulnerabilities (security holes) in your operating system and other installed software.
You can use the Secunia Software Inspector to check that your Windows and other popular installed software is updated or has the latest most secure version. Free at:
http://secunia.com/software_inspector/
Patch those vulnerabilities and a malware can try and try and try all day long but it won't be able to infect a computer.
2.Using Limewire, Kazza, Frostwire or ANY OTHER peer-to-peer (P2P) programs to illegally steal music, software and movies etc. without paying for it, is one of the leading causes of virus, trojan, and spyware infections. Many downloads using P2P file-sharing programs are loaded with malware
P2P DOWNLOADING DOES NOT COME FROM A WEBSITE.
You will be downloading "stuff" from unknown stranger's computers while these strangers will be downloading some of your files from your computer at the same time. You do not download from any website.
It is amazing that people who would never accept and eat a sandwich from a stranger, don't think twice about downloading a file to their PC from a perfect stranger, who lives half-way around the World!
If you don't know the difference between a .wmp (good) file from a .wmf (potentially very bad) file or a .zip from a .pif, then stay away from Limewire, Kazaa, and all P2P programs.
The same is true if you don't know the difference between a song that is 25kb in size from one that is 3 mb in size. The smaller one is probably a Trojan, just waiting for you to infect your computer with.
P2P file-sharing is no place for computer novices. Even experienced expert users get infected using P2P at times.
3. Don't be "click-happy". Before you allow any web-site to download an active-X control, a codec or anything to your computer, ask yourself "Do I trust this web-site 1000%? Be a bit suspicious. Just because a web-site says you need a codec to view some video, does not mean it's truthful. That "codec" could actually be a trojan and usually is. Reputable websites almost never need to have you download anything extra to make the site work.
4. Don't fall into the trap that just because you have an anti-virus program that you can download anything and everything, visit dodgy sites, download pirated software and movies or open e-mails from unknowns and be always protected. WRONG!
NO anti-virus should ever be relied upon to give 100% protection. None of them do. Most only detect about 85 to 95% of all KNOWN viruses. When a brand new virus is released, NO signature-based anti-virus will detect it for several hours up to several days. And dozens of new viruses and other malware are created each and every day.
5. Never lower your Internet Explorer security settings in the Internet Zone below the default settings for any reason. That is "Medium" for IE-6 and "Medium-High for IE-7. Doing so is a huge security risk. Almost all reputable websites will work fine with the default settings
The best computer security is that which resides between the keyboard and the chair!
Good luck.