msr's guide to computer security:
To prevent 99% of PC hacking attempts, do the following:
Run windows update (from Control Panel) and take all the optional updates apart from Bing Toolbar/Desktop and Silverlight - right click and select Hide Update.
Delete (and re-install if necessary) Adobe Air, Adobe Shockwave Player, Adobe Acrobat Reader, Adobe Flash player, Java (all variants)
Make sure that you have antivirus installed and it is up to date (free: http://windows.microsoft.com/en-GB/windows/security-essentials-download)
If you want an antivirus 'second opinion', run the Eset online scanner: http://www.eset.com/us/online-scanner/
Install, update and run malwarebytes: http://www.malwarebytes.org/
Check that all your software is up to date: http://secunia.com/vulnerability_scanning/personal/
And don't click on any links or open any attachments in any email you were not expecting to receive, or which looks too good to be true.
Apple Mac users: you need antivirus too. For non-commercial use see http://www.sophos.com/en-us/products/free-tools/sophos-antivirus-for-mac-home-edition.aspx or http://www.avast.com/free-antivirus-mac
And you need to make sure your operating system is up to date: http://support.apple.com/kb/HT1338