Recommended software for your PC :
1. Anti-Virus Software --- you *MUST* regularly update your Virus Definition Files (I use McAfee from http://www.mcafee.com)
2. Security Updates --- apply the latest Windows Patches. Use http://windowsupdate.microsoft.com. You could also use http://catchup.cnet.com
3. Personal Firewall --- I use ZoneAlarm at http://www.zonealarm.com. The personal version is free.
4. Spyware detection and removal software --- I use LavaSoft's Ad-Aware from http://www.lavasoft.de . This also is free software. As this software incorporates a "knowledge-base" of known spyware signatures, you need to keep updating the version to include the latest signature files. Update 01-Mar-03 : I have just switched to using Spybot Search and Destroy which has been recommended at CNet. Spybot's program has a much more detailed interface for "power" users. For those not very strong on PC software, you might have to be careful using it as it might also delete some "collection agents" being used by software which you may have [legitimately] installed on your PCs.