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This is such a broad topic, its always hard to give advice on securing oneself, especially if you're not sure how people are getting in.

Most important, get a good antivirus package and keep your definations updated. Symantec or Mcafee would probably be the top two choices here. Old virus definations are about as good as a wet match.

If you've got a dedicated connection (DSL/Cable/T1), invest in a hardware or software based firewall. A seperate piece of hardware is the best bet and will only cost $100-200 (Netgear RT314 or 311). A software based firewall will be less effective, but is better then nothing, one of those will run you about $50. I think the most popular software based firewall is probably BlackIce. If you've only got a modem connection and would still like more security, look into Netgear RM356, its about $150.

It doesn't take very much for a remote attacker be able to seize control of you. Good antivirus software and a firewill will stop 99% of the attempts.

Many years ago there was the urban legend of "read an email, get a virus", today its no longer a legend.