I wanna jump in on this, while I do not think Internet Explorer is the best browser out there, some people may be reluctant to make the move to another browser in this case FireFox herein referred to as FF. I see all too many times on here that everyone wants to just say aww move to FF it pwns IE use it it has tabbed browsing and pop up blocker built in. I managed many many years to surf the web hitting any and every site I could find just for something to do while using IE and did not ever have the problems that plague so many users. I am not knocking FF as I use it AND IE together to browse many pages some of which are not written by a saavy coder and look like crap in FF.
Get your hands on a good solid AV solution, McAfee and Norton just to name a few, and if you want to go the free route GriSoft AVG is top notch.
Make sure you update your definition files for whatever program you have or it is just about worthless to even have it.
A firewall program such as ZoneAlarm (they have a free and a pay version) or Norton firewall or any other such program should do you just fine, again check for updates as sometimes code writes create exploits for the various engines and ways the firewall handles packets causing your machine to come under malicious control.
You already have AdAware and Spybot as noted above, this is a great first step, again just as with the AV program KEEP THEM UP TO DATE or they are worthless, also again both of these are free programs to use and keep updated.
Cookies can be good and bad as someone above stated some use cookies to save a pw and username for a favorite site such as this to keep you from having to type it all in again. Some simple maintenance on your part can clean cookies up at anytime while browsing simply open the Tools menu then Internet options from within IE and you can see all the cookies on your system, removing a cookie will not harm your system in anyway whatsoever so feel free to delete anything you see there that you do not like or think may be suspect, also of note there is the button to remove them all do not be afraid to use it, you may however have to type in a username and pw for a site the next time you visit.
One of the most important things someone also mentioned it above is the sites you visit, you wanna play poker online or something then hitting up joebobsbackyardpokerbonanaza.com is probably not the best site you wanna go to, if it is something that you have not heard of or is not something well known throughout the online and offline community to be something reputable then chances are it is not reputable. Stick with your Yahoo!/MSN games etc and you should be fine. Not saying that some of the other sites out there are bad but more than not the ones you run into just by typing free online whatever into Goggle will probably want you to install something or download something to get on their site, this is not needed.
I am losing focus and rambling but I just wanted to help out a bit, and say that making the move to FF is not always the cure all to your browsing woes although it does have its advantages, but nothing that can not be achieved with IE and maybe some smart browsing practices and a little extra program or two.
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Spank you very much
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