How to prevent malware

Source
Thanks, Minnie!

1. Make sure you have an Antivirus, Firewall and Antispyware scanner installed.

2. Make sure your Windows is ALWAYS up to date!

3. Stay away from illegal/questionable sites.

4. Be careful with mail attachements!  

5. When surfing...
* Don't click on links inside popups.
* Don't click on links in spam messages claiming to offer anti-spyware software; because most of these so called removers ARE spyware.
* Download free software only from sites you know and trust. Because a lot of free software can bundle other software, including spyware.
* Be careful when watching online videos, especially when they ask you to install a certain codec to watch the video. By default, your mediaplayer should already have the necessary codecs installed to watch online videos. In case you're prompted to install an additional codec while trying to watch a movie online, it may be a false alert and this so called codec may install malware. More info here and here.
* Don't install plugins (ActiveX) if you're not certain what it is or why you need it.  

6. Watch what you download!
If you want to install certain software, always go to the developer's site to download the software from. Then you can be sure you're downloading and installing the right software.
Beware of the fact that certain software (especially freeware) may contain/bundled with extra software including spyware/adware. So only install it when you're sure they are OK.
Read here for more tips about safe downloading. 

The use of P2P Programs like Kazaa (which is bundled with adware/spyware btw), Limewire, Torrentsites, Emule, Bearshare... is always a risk, because you can never be sure what you exactly download. It isn't always what it looks like. Important to know is that many P2P Programs are also bundled with unwanted software (spyware/adware). To find out which ones are safe to use and which ones are infected, take a look here.
Also read this article about the risks of using P2P Programs.