Welcome to BC, Jasmine!
Malware is everywhere. The best kind of protection is a layered one which includes:
1. Keeping your Anti-virus up-to-date,and running it regularly.
2. Never going onto the internet without making sure your firewall is turned on.
3. Keeping current on all the Microsoft Security Patches.
4. Having several anti-spware applications and running these regularly.
5. All of the software solutions will only go so far. An informed and cautious computer user is one of the most important forces to prevent infection. There are several very good, introductory Tutorials on computer security that you can read so that you understand more about malware; a good place to start is here:http://www.bleepingcomputer.com/forums/t/1628/simple-steps-to-keep-your-computer-secure/
See also these pinned topics:http://www.bleepingcomputer.com/forums/t/1628/simple-steps-to-keep-your-computer-secure/http://www.bleepingcomputer.com/forums/t/1628/simple-steps-to-keep-your-computer-secure/