Avoiding computer viruses or threats on the internet is nearly impossible. There is some sort of threat whether you'd be using your internet to respond to email or do such things as downloading files and talking on IRC. You could be have all the protection in the world and still not be secure. That's the reality of the net.
This isn't supposed to scare you off the net or anything but there are ways to make sure you are secure enough. Like choosing a firewall there are ones that cost you money and there are the free ones. I like ZoneAlarm as a personal preference since it is free and easy to use. I've tried McAfee Firewall and ended up looking at it and wondering how the heck do I configure this program. With ZA its just simple when a program you run on the net needs access you allow access and thats it. You shouldn't "allow server" in ZA with programs like IRC or ICQ since people could send malicious packets and hit your computer. FileWorld.com has released the top 5 Firewall utility programs to read it click here.
Then there is Antivirus programs. Most used program in this category is Norton Antivirus (NAV). There is also a AVX which is cheaper than NAV and you get the same support. The antivirus field is quite competitive in which software companies try to make sure you are the most secured.
What happens if a virus really gets through all that protection? Well it has happened to me already and I wasn't well prepared. The first thing you should do on a weekly basis is to backup your information. Windows does have a backup utility incorporated into all versions of windows. But it isn't the best tool you could use since it only backs it up on the same harddrive. The best backup program that windows released is for Windows 2000 and NT. This is true because the original function of NT/2000 was to be for servers and not really for personal use so the tools that came incorporated into these OSes were much better than those of the Win9x.
There are other programs out there that you can use to backup your computer. There is Norton Ghost which comes with Norton System Works or you could buy it separately. But if you have a lot of programs and information that you need to back up, you should try out some backup programs to see which you would like to use and keep on using it to protect valuable information.
There are some instances where there are viruses that will clean your harddrive and there is nothing saved. You should make sure you have a boot disk with Cd-Rom support. I know how hard it is to use MSCDEX to configure your cdrom. Even a professional like me has a hard time getting the cdrom to be recognized in dos mode. If you need a bootdisk with cdrom support I suggest that you go to bootdisk.com they've saved me twice once on this computer and once on the other computer.
If you are on a dialup connection, losing the stuff you needed and regetting that information is quite time consuming and quite nerve racking since you have to remember which site you got the program from and what not. So I do suggest that you make a partition and store all the files you downloaded there so just incase your C: gets cleaned up, atleast you'll have the other partition to install the programs you've downloaded.