I believe Spybot S&D has an inbuilt browser protectory thing, and you can use the "immunize" function to keep you from accessing sites that could damage your pc.... I'll research a minute because i've used a few...
okay:
http://download.zonealarm.com/bin/fo...d_x/index.html
That is a link to zonealarm's forcefield software, right now (and for a while) it's been a beta but the idea is that it protects your browser etc. Take a look at it you may be interested, as it's in its beta stage it's free.
Alternatively you could use:
http://www.safer-networking.org/en/index.html
Spybot S&D.
Alternatively you could just use a half decent firewall:
http://www.comodo.com/
(i use Spybot and Comodo but comodo as a firewall and spybot as an antimalware scanner)
It really depends on what sort of protection you want.
What browser do you have?
I strongly suggest checking out a nice firewall and a nice piece of antimalware software...
Cheers,
Jamey