Firewall Software
A decent -- and FREE firewall is called ZoneAlarm. I think the url is
www.zonealarm.com, but doing a Google search would suffice if that isn't the correct url. Also, you'll have to configure the program, but that's fairly simple.
Also, I would suggest AdAware and or SpyBot to track down any spyware and adware that's placed (w/o your knowledge usually) and to eliminate them. SpyBot is somewhat better though, as it is more comprehensive.
also, if you can, download either the google search bar, or the yahoo companion bar, as they have pop-up blockers that work very well; if you don't have problems with pop-ups then disregard this.
Hope this helps you.