Windows

If you're using Microsoft Windows, here are a few recommended steps to take immediately upon reading this, if you have not already done so. We will only recommend free software.

Install a Firewall. This will close all your ports from being accessible from the public internet.
Install antivirus software. Make sure you are getting the latest virus definitions (information about the latest viruses) with your configuration. This is important, as new viruses are released daily.
Continue by Patching your computer.
Install both Spybot as well as AdAware SE Personal and run these regularily to search for, and quarantine spyware. It is not uncommon for one of these to find spyware the other missed, hence we recommend both.
Install another browser for surfing the internet such as Mozilla Firefox or Opera as Internet Explorer has a long history of security incidents.

Firewalls

This is our technical explanation of how a firewall works

[ZoneAlarm] is a popular free firewall. It blocks all inbound 'attacks' (packets) to your computer. It has lately come under scrutiny for lack of stateful inspection.

Quarterly Maintenance

In Control Panel, go to "Add/Remove New Software" and go through the list, removing any applications that you don't know what they do, or if you haven't used them in the past 3 months.
If you can leave your computer on overnight; Turn off your screensaver and close all your programs, and run "Disk Defragmentation" which should be the System Tools folder under Accessories.

PowerToys

PowerToys gives you access to system settings that are not exposed in the Windows XP default user interface, including mouse settings, Explorer settings, taskbar settings, and more. The two we recommend initially in order of functionality are TweakUI and Virtual Desktop Manager.

Version 2.10 requires Windows XP Service Pack 1 or Windows Server 2003.

WindowsXP Powertoys

Cleaners

You use a cleaner to clean temporary files, caches, unused registry entries, your recycle bin, clipboard etc. This is handy for freeing up wasted hard disk drive (HDD) space. Only one of the following is necessary, your choice. We recommend you run it at a scheduled interval, such as monthly.

CCleaner: Free, donate if you like it. You will probably want to uncheck "Add Yahoo! toolbar within IE" during the install options. Other than that, no other configuration necessary, run it.

CCleaner

Zappit: Freeware. This has an obvious "click and it works" easy option, as well as enough options to satisfy the advanced user.

Zappit

CleanCache3.5: Free, donate if you like it. Although powerful, it requires knowledge of what you want to clean exactly via user input.

CleanCache