oh yeah.. Windows Update is a definite need.
A good spyware scanner is Ad-Aware (
http://www.lavasoftusa.com/). It's free.
A good firewall is ZoneAlarm (
http://www.zonelabs.com/store/conten...id=zadb_zadown). There's a version of it that's free as well (I tried to get you to the download page for the free version at the link above).
Keep NAV up to date as well, but I think that goes without saying
If you don't like Ad-Aware or Zonealarm for some reason, I'm guessing people will suggest other programs on this thread soon. If not, do a search for "firewall" and "spyware". There have been threads on both subjects that will give you plenty of links and information.