Install a virus protection software package to protect your computer from viruses. Virus protection software can be purchased or found FREE on the internet.

[edit] Steps

Linux and BSD use Unix file system permissions and mandatory access control in addition to Access Control lists. Windows only uses Access Control lists. Consider PCLinuxOS or PC-BSD for greater security than Windows at no cost. Otherwise, read on.
Download a firewall, free ones exist. Install it.
Download free virus protection software from the internet. (Windows OS: Anti-Vir, Avast!, AVG, to name a few. Linux OS: BitDefender, Clam AV, FProt). It works great and the price is right. Regular updates of the virus signature files are also free.
Install a virus protection package on your computer. You can purchase virus protection software like Norton, McAfee, Panda, PC-Cillin, or others from numerous retail outlets, such as: Best Buy, CompUSA, etc. Follow the instructions that come with the software.
On the Market currently which is favored by lots, is Norton AntiVirus, Windows Live OneCare, and for Mac OS X, SecureMac.

[edit] Tips

If you have no protection at all, it takes less than 5 minutes from the time you access the internet to get a virus.
If you want to download the free stuff, and you don't have any protection on your computer, ask a friend who's computer has virus protection to download the free virus protection software for you and then burn the installation program to a CD, and use that to install.
If you use Windows, consider switching to a Mac or Linux/BSD. These operating systems are much less likely to become compromised by virii or malware during routine web browsing. This doesn't negate the need to practice safe computing.
Make sure you have proper anti-virus and anti-spyware utilities in place. These two are bare minimum to save your computer.
Use Firefox or Opera or even Safari, any browser other then Internet Explorer is much less likely to get spyware and viruses.
Don't look at porn... or other unwanted/ unrecognized sites.

[edit] Warnings

Many sites contain viruses and trojans, be sure to have working a working anti-virus whenever surfing the internet. These are called driveby downloads, and may or may not be there with the consent or knowlege of the site admin. Even official and government sites can be affected.
You get what you pay for in Virus Software - the freebies are better than nothing at all, but just barely. NOD 32 is the gold standard in Virus Protection, BitDefender is also another GREAT option.