To prevent spyware or malware, use one or two anti-spyware programs in addition to your anti-virus software, and keep them up to date.
In addition, install and use a firewall. A software firewall is built into Microsoft Windows and all anti-virus software companies also make them, as well as specialty firewall vendors.
Do not attach your PC directly to the Internet. Use a hardware firewall or at least a network switch or router between your PC and the cable or DSL modem. This prevents hackers from finding your PC on the Internet and attacking it. Most current DSL and cable modems have built-in firewalls, but be sure to look for that capability.
If you can, use a personal digital security device outside of your PC for accessing your high value accounts. (See, What is two-factor authentication?)