Windows security checklist (kottke.org): "Windows security checklist"
8 steps to better Windows security
1. Run Windows Update regularly.
2. Install ZoneAlarm (Firewall)
3. Buy and install NOD32 (Anti-Virus)
4. Install WinPatrol (Anti-Hijack)
5. Buy and install AdMuncher (Ad and Popup Blocker)
6. Install and run AdAware (Anti-Spyware)
7. Replace Internet Explorer and Outlook Express with Firefox & Thunderbird
8. Disable Autorun.