• Make sure that your computer is set to automatically install windows updates.  Go to Start - Control Panel - Automatic Updates (Windows Update if you are using Vista).  Make sure that the option - Install Updates automatically is selected.
• Every once in awhile - go to http://www.windowsupdate.com.  In theory, setting Windows Update in the previous point above will do this for you but it doesnt hurt to double check every once in awhile.  When you get there click the Express button - it will search for ALL Windows updates you are missing instead of just the 'Critical' ones. 
• If you havent already sign up for Microsoft update at http://www.windowsupdate.com which will update all of your Microsoft products instead of just Windows.
• Install Windows Defender - it's free for owners of Genuine Windows.  It is a malware detection and removal program.  You can get it here: http://www.microsoft.com/downloads/details.aspx?FamilyID=435bfce7-da2b-4a6a-afa4-f7f14e605a0d&displaylang=en
• Run Windows Defender full scan on your computer and make sure it is set up to run once daily.  Whatever Defender finds - remove it.  It will also notify you when programs update the registry or change your start up options etc.
• Run MSConfig by going to Start --> Run, type msconfig and hit enter.  Go to the Startup tab.  Sort by the Manufacturer column.  Look for anything in tha list that does not have a reputable Manufacturer listed (i.e. Microsoft, Adobe, Apple, Google, etc.).  In the command column, look at the path to the file that is there.  Look up the file name on your favorite search engine.  It will be pretty obvious if what you have is undesirable.  Lots of times there will be instructions on how to remove it online which normally involves running some combination of Hijack This, ComboFix, etc.  An easy but possibly temporary fix depending on the malware is to uncheck the checkbox next to this item in the list.  You may also run a Windows Defender scan to see if it picks it up and has a routine to remove it.  Next click on the Services tab.  Check the checkbox at the bottom to hide all Microsoft services.  Look for any disreputable services that are running.  Do a search on the web for any sketchy looking services.
• Make sure Windows Firewall is enabled.  Some malware will disable the Windows Firewall.  Start - Control Panel - Windows Firewall
• Make sure the Windows Defender and Windows Firewall service is set to start up when you start Windows.  You can verify this on the Services tab in the msconfig dialog mentioned previously.  Further check to make sure these services are set to 'Automatic' and 'Running' in the Windows Services utility (Start --> Run --> services.msc and Enter)
• Make sure you have a virus scanning engine installed.  Windows Defender is not a virus scanning engine.  You need something like McAfee, Norton, or eTrust to do virus scanning.
• If you are using Vista - turn on User Account Control.  I know it's annoying but it is safer and makes you think twice before doing anything.
• I really recommend that you log in to use your computer as a User instead of an Adminsitrator unless you really need to do something that only an Administrator can do - like install software, change the registry, browse the entire file system, etc.  There are very few reasons that the average joe user should be using an Adminstrator account.
• Don't let other people use your computer without your supervision.  You are now smarter than the other people.  Don't let dumb people use your computer and screw it up.  If you must allow other people to use your computer, make sure your profiles are password protected, enable the guest account so that people using your computer have the minimum priveleges possible on your computer.
• Do not install toolbars in Internet Explorer.  Just dont.  They arent that cool and Internet Explorer 7 is awesome.  Google form fill is cool but it's not that great.  It eats up memory in your computer and wastes screen real estate.
• Install Internet Explorer 7 - it is way more powerful (RSS aggregator, tabbed browsing, integrated search) and more secure.  You can get it from Windows Update.
• If you are still running XP - make sure you are upgraded to Windows XP SP2.  You will be prompted to install SP2 if you dont have it already when you go to Windows Update.  Heads up - SP3 will be coming out for Windows XP soon.  It will be available from Windows Update.  It should get automatically installed on your computer when it is ready if you followed my instrutions above.
• Turn on pop up blocker if you hanvent already - in Internet Explorer click on Tools --> Options.  Click on the Privacy tab.
• Turn on Anti-Phishing in Internet Explorer if you havent already.  Watch the address bar in IE.  If it is RED it is a Phishing site.  Close your browser immediately.  If it is green and has a lock icon next to the publisher name (ex: Microsoft Corporation) then you know it is a reputable site.  You can turn it on from the Tools menu in IE.  If you dont know what Phishing is you can read about it here.
• Periodically check what is running on your computer.  Shut down all applications on your computer, right click on the Start button bar and choose 'Task Manager' on the menu.  In the image name column look for things that are not in Travis' official allowed list:
  • svchost.exe
  • audiodg.exe
  • SLsvc.exe
  • esched.exe
  • ehrecvr.exe
  • vssrvc.exe
  • wmpnetwk.exe
  • ehrec.exe
  • zunenss.exe
  • ehtray.exe
  • ehmsas.exe
  • dwm.exe
  • msascui.exe
  • msnmsgr.exe
  • rundll32.exe
  • mobsync.exe
  • explorer.exe
  • zunelauncher.exe
  • onenotem.exe
  • sidebar.exe
  • outlook.exe
  • iexlore.exe
  • ieuser.exe
  • taskmgr.exe
  • excel.exe
  • winword.exe
  • usnsvc.exe
  • smss.exe
  • csrss.exe
  • wininit.exe
  • winlogon.exe
  • services.exe
  • lsass.exe
  • lsm.exe
  • inort.exe
  • inotask.exe
  • sruserservice.exe
  • spoolsv.exe
  • iaantmon.exe
  • inetinfo.exe
  • inorpc.exe
  • vmh.exe
  • searchindexer.exe
  • taskeng.exe
  • infocard.exe
  • searchfilterhost.exe
  • wpcumi.exe
  • realmon.exe
  • wmdc.exe
  • flashutil9c.exe
  • searchprotocolhost.exe
  • cftmon.exe
  • msmpeng.exe
  • igfxpers.exe
  • qttask.exe
  • hkcmd.exe
  • alg.exe
• If you find something running on your computer that is not in the safe list above run a search for it on the web. 
• When in doubt - don't do it and ask a computer geek for advice.  Computer geeks are much happier having people respect their knowledge and ask for advice than they are cleaning up people's computers after the fact.  :)

Don't blame Microsoft for "security" problems anymore.  BY FAR the most common way to get infected with malware is by you installing it yourself (usually not knowing that you are doing it of course) not via some hole in Microsoft software.  Knowing is half the battle.  GI Joe.