1) Format and reinstall OS.
2) Install Firewall
3) Install virusscanner
4) Install anti-trojan programs
5) Never download any software which might possibly contain a trojan/worm/virus.
6) Lock your PC when you're away from it (You should have installed either Win2k or Linux or comparable if you want a secure system)
7) Never allow anyone but yourself on your system
8) Never play online games
9) Close all ports except 80 and some other often used ports (FTP etc.)
By now you should have a reasonable secure system
