By installing antivirus software and a firewall program, you can save yourself a lot of headache later on.  While these programs aren't completely foolproof, they can stop viruses and spyware from making it to your computer.  Microsoft has some information about protecting your home computer available here.

For an idea of what type of software is out there, visit http://www.cnet.com/topic-reviews/antivirus.html.  A visit to MajorGeeks lists some free software that is available.