[andrewas]

Run a non-M$ OS. They are vulnerable in their own ways, but almost all malwares are targeted at Windows.

A good AV package should pick up viruses on the way in and prevent them getting installed.

A good firewall will help as well, some malwares try to download from the internet and a firewall will stop that.

SpybotSD has some immunisation options that prevent various types of malware getting in.