Step 1. Stop using Internet Explorer – Download and install Mozilla Firefox
http://www.supportcave.com/software/mozilla-firefox.html

Step 2. Install Anti Spyware Software. For a list of the Top Programs go here
http://www.supportcave.com/spyware/

Step 3. Install Anti Virus Software. For a list of the Top Programs go here
http://www.supportcave.com/virus/

Step 4. Install a Broadband Router and get a good Software Firewall.
See a great comparison here
http://www.matousec.com/projects/windows-personal-firewall-analysis/leak-tests-results.php

Step 5. Run Weekly Virus and Spyware scans on your pc and make sure your Anti Spyware software is running 24/7. Most Free wont do this.
Spysweeper will (not free) Get the Google pack for a free copy of Spyware Doctor Starter Edition. Get it here
http://www.supportcave.com/software/google-pack.html