Here are some simple tips to help you avoid and combat intruders, viruses and spyware on your PC. Nothing is 100%, but these will go a long way toward keeping your computing experience enjoyable. You should also read mnosteele's excellent Spyware Removal & Prevention post in this forum.
Never open email attachments unless you know the sender, expected the attachment, and know what the attachment is before opening
Use a GOOD anti-virus program, have it active at all times, and keep the definitions up to date (if it has an auto-updater, use it)
Use a firewall (software or hardware - doesn't matter - just use one!) Even if you have a router use a good software firewall as well such as Sygate
If using a router be sure to change the defualt password, if using a wireless router you should also not allow remote logins to your router, enable WEP, disable SSID and enable MAC address cloning
Use AdAware and Spybot as scanning programs on a regular basis. You must use both - one will often miss items the other will catch. Neither is better than the other - just different.
Download and use both SpywareBlaster and SpywareGuard from javacool. SB is a passive utility that will innoculate the registry and prevent spyware entries from being installed. SG is an active utility that sits in the system tray and prevents spyware from being installed. Again, they are complementary to one another - use both and keep definitions updated
Visit Windows Update regularly and be sure to install all Critical Security Patches
Never go to web sites that are known for spyware
Allow First Party & Session Cookies, but block Third Party Cookies
Never post your email address or other personal information on a web site or forum
Do not allow others to surf the web on your computer - or be prepared for the consequences
Never reply to emails that request personal information, regardless of the apparent source of the request
Stay the heck out of chat rooms
Try an alternative web browser such as Mozilla, it is more secure and has a lot more customizable security settings
Did I mention Common Sense?