Well with attackers focusing a lot more on the end user(that's you) you need to take a more proactive approach towards security. Bill Brenner has a nice article on securing that new pc.
He recommends taking the following steps:
- Uninstall Stuff You Don't Need
- Install Firefox
- Install NoScript and other Firefox add-ons
- Search for all needed Windows patches
- Customize your AV/firewall package