Almost every computer infection that I have encountered during the past month was on computers that did not have the latest update for Java installed. (Java is a programming language that is required for many websites and applications). When Java needs to be updated, you will notice an icon that looks like a smoking cup of coffee in the notification area of the desktop (the lower right corner). When you see this notice, you should click the icon and install the update immediately. Unfortunately, it seems that most people ignore the icon and many end up infected. The current version of Java is 6 with update 23 installed. Unless you are sure you have the latest version, go here and click on the red "Free Java Download" button. Your computer will then be scanned to see if you have the latest update.
Adobe Flash and Adobe Reader will also occasionally offer updates and should also be installed to minimize the risk of infection.
Turn on automatic Windows updates
Perform manual Windows updates