For anyone out there running Windows, if you haven't yet, please do this:
Go to http://windowsupdate.microsoft.com, and install any critical updates that it finds.
Then go download, install, and run Ad-Aware, and Spybot S&D. These programs will remove any spyware, trojans, etc, that might be living on your computer. I highly recommend using both, as they seem to complement each other well, and find things that the other missed.
And if you aren't yet, install and regularly run some sort of Anti-Virus software. If you need an Anti-Virus program, there are free versions out there which are a lot better than nothing. Examples include AVG Anti-Virus Personal, AntiVir Personal Edition, avast! 4 Home Edition, and F-Prot Antivirus for DOS.
And if you run multiple computers through a single gateway or firewall, please take a few minutes to filter all outbound port 25 connections from the LAN, unless they are specifically directed towards your mail server. This can significantly cut down on trojan caused spam, and will also alert you if one of your computers gets infected with such a trojan.
It's really easy to setup with iptables if you're using Linux, and it really can help. Recently a friend of mine was using one of my computers, and accidentally got it infected with a mass spamming trojan. The way I found out about it was when I saw thousands of attempted outbound port 25 connections to hundreds of different IPs. Help out the rest of the Internet by doing this. ;-)
Update: Another thing you can do to significantly increase your browsing security is to download and install Mozilla or FireFox as your web browser. A lot fewer security holes for crap like mentioned above to get through.