The firewall that ships with Windows XP or Vista simply isn't good enough to keep you safe -- you need better protection. There are plenty of free firewalls out there, but my favorite is Comodo Firewall Pro, which provides top-notch protection from both inbound and outbound threats. It offers other types of protection as well, including what it calls Defense+, which keeps you safe in several ways, including locking down certain files and folders so that they can't be altered.
Note that this firewall is more aggressive than many in asking whether you should allow connections. So when you first run it, expect to see a good many pop-ups asking whether you want to let through a particular application.
To help cut down on the pop-ups, run its Clean PC mode, which lets you scan your PC for applications and then register them as safe so that you're not inundated with quite so many pop-ups. In addition, there's an "install mode" that disables certain types of pop-ups for 15 minutes, allowing you to easily install new software.
Another very good free firewall is Online Armor. Computerworld's Scot Finnie prefers its paid version to any other firewall. The free version is excellent as well, with one shortcoming: To install a new version, you first have to uninstall the old version, then install the new one.
The Web is filled with sites that harbor adware, spyware or worse. It can be almost impossible to know ahead of time whether you've visiting such a site. Making matters worse is that many of these sites also have legitimate information and software for download.
McAfee SiteAdvisor is a great way to make sure you steer away from those sites. When you do a search in Google or Yahoo, it places a small icon to the right of each search result, indicating whether the site is safe, questionable or known to be harmful. A red X indicates danger, a green check indicates the site is safe, and a yellow exclamation mark indicates that it's questionable. If McAfee hasn't assessed a particular site, it displays a question mark.
Move your mouse over the icon, and you'll get a pop-up with details about the dangers, including whether it has dangerous downloads, whether it links to other dangerous sites, and whether it will send spam if you register at the site.
Click More Info from the pop-up, and you'll get much more information, including a list of the dangerous downloads and malware or adware that infects it, what sites the site links to and more. It even tells you the site's "annoyances," such as what third-party cookies it installs.
The SiteAdvisor software works even when you don't do a search. As you browse the Web, a small icon sits at the bottom of the screen and tells you whether the site is dangerous or not. Click it to get more information.