The best way to avoid security problems with Windows is not to use it. Try using Mac OS X or RedHat Linux instead.
Configure Windows to either automatically install Critical Windows Updates or do it yourself on a regular basis.
Microsoft Internet Explorer is buggy and insecure. We do not recommend its use. Please try one of the following.
Microsoft Outlook and Outlook Express are buggy and insecure. We do not recommend their use. Please try one of the following.
Anti-virus software is a critical part of Windows security. Install it and update the virus definitions frequently or active Live Update.
Use of a personal firewall can protect your computer from outside attacks on Windows vulnerabilities. Please remember that even if you are up to date with all Windows Updates there are still vulnerabilities that haven't been fixed or even found yet.
The industry standard for securely connecting to computer systems is the SSH protocol.
It installs a lot of ad-ware and spy-ware cruft. If you absolutely need P2P seek out Kazaa Lite, Limewire, or BitTorrent.