One thing I can't recommend enough is to update your Windows OS.
http://windowsupdate.microsoft.com
Scan for updates and install any critical updates that it finds. The critical updates will patch any security holes that are recognized in Windows. You can also install any other non-critical updates that you think would affect you. You can pick and choose which ones to install.
I've downloaded Service Pack 2 but I'm not sure if its openly available to the public yet. I've heard of some that have installed it and it works fine, others have had it crash their systems.
One note, I use Mozilla Firefox and the Microsoft updates site requires using IE. Go figure.
