If you do not yet have a firewall installed on your system, it's time get one.
Seriously, internet security is an important factor in keeping your data safe from malicious attacks from viruses, worms and spyware. A good firewall will help eliminate these threats, and I suggest that you use a one/two fold system. Consider a hardware based NAT solution
for high speed (Cable, DSL) users as your connection is "always" live. Then also install a software based firewall that will scan for OUTGOING traffic - the best defense is an "onion", having layers of security. If you are a dialup user, a the software firewall is all you need.
Kerio Personal Firewall
Norton Internet Security
McAfee Intrusion Protection
This is just a friendly reminder to update your Anti-Virus.
New definitions come out often, and if your AV supports automatic updates it's recommended that you turn them on. Go here for the direct downloads to a few popular AV Programs:
AVG Anti-Virus Solutions
Spy/Malware is another concern: What it is and how to prevent it
Spyware removal tools:
Ad-Aware SE 6 Personal (free)
Spybot – Search & Destroy (free)