I often unconsciously entered some dangerous sites, who can tell me how to block those vicious sites? Many thanks!

Well i could go into a long drawn out story about proxies,but we wont get into that.
There are HOSTS files available that keep you out of bad sites.See this thread about blocking bad stuff with HOSTS
http://www.bleepingcomputer.com/forums/topic6523.html
You can install SpywareGuard and SpywareBlaster from JavaCool and this will help limit what gets in.
http://www.javacoolsoftware.com/products.html
You can also use an alternate browser such as Mozilla Firefox.
http://www.mozilla.org/products/firefox/
Hope that helps

What raw said about SpywareBlaster ... EXCELLENT ADVICE! I don't know how true it is, but I have heard that SB can protect you from 90% of the malicious sites and ActiveX out there. Also, stay away from the two worst kind of sites for spyware, adware and trojans: gaming and porn sites. They are not really into games or porn, that is just the bait that they use to attract folks to their sites for their real purpose: to infect your system. Good luck.

Acadia

An excellent and free program is SpywareBlaster. This program will 'immunize' your system by blocking many known malicious sites, malicious scripts, etc.

Download it, update it, enable all protection, and exit the program. Check weekly for updates. Currently, the program database contains 3310 immunization items.

It is not a scanner. It's purely an immunizer - which seems to be what you're looking for.

You will, of course, need the usual battery of firewall, AV and spyware scanners such as Spybot and AdAware, etc. Real-time Trojan protection, such as Trojan Hunter Guard or equivalent is recommended - particularly if you can't resist freeware offers.

Hope this helps!