java and activex is where most viruses get implemented w/o you knowing.
Never say "YES" to download anything when you visit a site.
Never download shareware, etc. programs. It's sad how spyware, adware have totally ruined what used to be a fruitful and wonderful beneficial industry of free software written by humble programmers at home. Now too much of that area of software have been tained by unscrupulous, out for the dollar, software authors.
Disable html in your outlook.
Run a router with a firewall.
Keep up on your service packs.
Sad you have to run your machine with the strategic procedures of a military campagin, but it's a new age and it's the only way to ensure 500 people are perusing through your machine reading your email every night and stealing your passwords.