Use a good (protected) browser. opera 9 ?
Firefox 3 is a little bit more secure, in my opinion. I use NoScript, SiteAdvisor and Adblock Plus extensions, have Comodo Firewall Pro installed (w/o AV, I heard it's bad) with Defense+ (optional but I like it), and Avast. I rarely download anything, either, without thoroughly examining its security. Running on XP SP3, latest updates.
AVAST DEFINITELY ROCKS, though.