Install the latest updates for common third-party plugins and apps, such as Flash, Acrobat, Quicktime & Java. The Secunia Software Inspector is a great tool to help make sure your application and plug-ins are up to date.
Always remember:
Make regular backup copies of your work and other data (e.g. to a recordable CD or external hard disk) and store the backup safely.
Be suspicious about using the Internet. Think twice before you do anything - is this genuine? If in doubt, ask.