You must protect your computer from any unwanted access. In the same way you decide who you allow through the front door of your home, you need to decide who (or what) you allow onto your computer.
The key areas to consider are:
Your computer - is your operating system (eg Microsoft XP or Mac OS) up-to-date, and have you secured overall access to your computer with firewall, anti-virus and spyware detection software?
Your browser - make sure you keep your browser (for example Internet Explorer, Firefox etc) up-to-date. Your supplier will provide you with free updates to your browser that you can download from their website.
Your email - having secured your computer properly you should be protected from inadvertently downloading malicious programs via email. However because of the prevalence of email distributed viruses (sometimes called Trojans) we would advise you not to open an email you are not expecting or where you don't recognise the sender, and be especially wary of clicking on an attachment to an email.
Your internet access - if you use a wireless connection (Wi Fi) you need to ensure that your wireless access remains exclusive to you by setting it up in the way the manufacturer recommends for maximum security.
There is a great choice of software available and although we can't recommend any specific suppliers, you may find the following selection of links useful for further advice:
Operating systems
www.microsoft.com/security
www.apple.com/support
Firewalls, anti-virus and spyware detection
www.pandasoftware.co.uk
www.kaspersky.co.uk
www.zonealarm.com
www.symantec.com
www.sophos.com
www.mcafee.com
www.f-secure.com
Whatever software you choose it is absolutely essential that you keep it up-to-date, scan your computer on a regular basis and take the appropriate steps in response to any threats it identifies.
For more technical advice you may also like to visit www.getsafeonline.org.