Internet is always full of every kind of malware threats so protection measures are really needed to keep them away!
Here 5 simple and valid suggestions to follow for being safe:
– use a good antivirus/firewall product
both if it’s commercial or free, both if is all-in-one suite or standalone products, use a product that is very reliable for threats detection.
Be sure that in the product you use there is the web surfing guard feature (almost all now have it)
– install only trusted software
install only programs/games that you know where they come, many are certified from various software sites like Softpedia, Softonic, Download.com, etc…
It’s true that one of the most used channel for downloading is P2P (torrent, eMule, etc…) and also file hosting sites, in this case it’s highly recommanded to do a scan with one of free online services (see article)
– use up-to-date browser
any browser that you use for web surfing must be regularly updated with latest version/patch to be always safe against latest web scripts malware.
Personally i suggest the use of Mozilla Firefox and/or Google Chrome where you can add other security levels with specific extensions (like LastPass, No Script / ScriptSafe, AdBlockPlus)
– use online free services to check sites
there are free services that allows to submit an URL and they will check if contains malware, here is a good list
– use a specific partition dedicated or a virtual machine
to be more safe over the suggestions above you can surf without being afraid to take malware by using a partition of your HDD with an O.S. installed dedicated exclusively for web surfing and file download/software installation.
In the case of malware you always will have safe the partition where do you work and keep your data.
The same concept can be applied using a virtual machine with virtualization software (VMware, VIrtualBox and Parallels are the most popular) inside the “official” operating system.