This is a good tute to read as well:

Simple and easy ways to keep your computer safe and secure on the Internet

I should also mention ie-spyad and a good hosts file like msmvps hosts.

http://www.mvps.org/winhelp2002/hosts.htm
https://netfiles.uiuc.edu/ehowes/www/resource.htm

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Grinler
Bleeping Computer: From computer novice to PC Enthusiast.