It is important to have a decent firewall [which windows firewall isn't] This one is simple to use and free..
Sygate Personal.
Also this antispyware program from Microsoft is free..
M$AntiSpyware. I've been using it for 4-5 months and its been ok.
Hopefully you will already have an Anti-Virus program installed; if not there are several free ones available at the same site.