For protection of your own computer it is important to have the latest Critical Updates in addition to having virus protection and a firewall as Murray mentioned earlier.  These updates are maintained on the Microsoft web site at the following url:

http://windowsupdate.microsoft.com/

You can think of Windows Update is an online extension of Windows.  There is a Product Updates area which is a catalog of fixes, updates, and enhancements to Windows and many programs that work with Windows.  When the list of components appears on the page, you can browse it, decide which components you want, and download them to your computer.  Be sure to download any Critical Updates recommended for your system. Critical Updates will fix known problems (such as security issues) specific to your computer.

One of the downloadable programs from this area notifies you whenever a Critical Update is ready.  Also, Microsoft has worked with many software and hardware vendors to their post their changes at this site.  A large number of hardware drivers can be found on this site also.

…Clay