Keeping your Operating system and applications up to date
Microsoft are committed to providing updates to Windows users and you should ensure that you update your computer as soon as these are released.
Windows Update can be configured to update your computer automatically or you can run it manually by clicking on Windows XP by clicking Start-> All Programmes -> Windows Update. For Those on Windows 7, Click on Start -> Control Panel -> Windows Update
To ensure all your applications are up to date, run Secunia's PSI and update those applications which have updates.