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P2P File SharingP2P programs such as Limewire, Azureus, Kazaa, Ares, Shareza etc are a hotbed for malware downloads. It is highly recommended that you avoid P2P programs at all costs. If you do use P2P programs, you are opening yourself up to infection, which even the best Anti Virus and Firewall software will not protect you against. For further information about the 'perils of P2P' see this article.

With the latest trend in malware turning towards polymorphic file infectors such as Scribble/Virut and Sality, it is becoming imperative to steer clear of both P2P programs and Cracks/Keygens. These programs are now becoming the main means of infection for Scribble/Virut and Sality, and should you become infected by one of these file infectors, the only means of cleaning a computer is by Reformatting and Reinstalling all programs!

See this excellent article by miekiemoes for more information about this type of malware.

Cracks and KeygensMalware writers just love cracks and keygens, and will often attach malicious code into them. By using cracks and/or keygens, you are asking for problems, so my advice is; Stay away from them! To learn a bit more about the perils of cracks and keygens, have a look at this article by TrendMicro.

Porn SitesA lot of malware now originates from porn and other dubious websites. It must be understood that the malware writers know where people go when they surf the net, and know that porn sites are places where people will download unverified videos and pictures which can easily have malicious code attached. Use at your own risk!

Email and Email AttachmentsWith spam email being so proliferate nowadays, an easy way to spread malware is to add an attachment to a legitimate looking email. You open the attachment unwittingly, and activate the malware. Another way that malware writers attract people to download their goods is to add a seemingly legitimate link into an email, but to really point to a website loaded with junk. So as a rule of thumb, NEVER open email attachments that are from unknown sources, and NEVER follow links placed in emails unless you know the site that is being pointed to.