There are many ways an infection can get onto your computer. The most common nowadays is via the internet. File Sharing programs are a major source (if not the biggest). Most file sharing that takes place is illegal, so there is little risks and larger gains to Malware creators.
Drive-by-download sites may try to install Active-X or Java components on your computer. Crack and adult sites are often setup solely to infect people. Music lyric sites have been known to be infection points, but are generally safe nowadays.
Email bots and worms from chain letters and spam mean that an infected machine can infect many others. Delete all chain letter as soon as you get them. You may know the person who sends you an infected email even though they are unaware of sending it.
Some free software can come with Adware advertising (not limited to popups) to generate revenue. Only download software from trusted reputable sources, like PC-Offensive where the software and links are tried and tested before released or recommended. If your not sure, you can always test to see if a downloaded file is a known infection before you run it by uploading it to Virus Total, this will quickly test your file by 36 well known Anti Virus companies letting you know if you have a safe file or not.
Other possible ways your computer can become infected are from CD's, mp3 players and flash disks, these feature autorun abilities that can infect a persons computer as soon as they are inserted. Infected backups can reinfect your machine over and over again.
Preventing Future Infections. What should I do to make sure I don't get infected?
There are many software products you can install to prevent infections, but the best prevention method is "Safe Surfing" habits.
Anti-Virus protection is a must have. It must be up to date (including an up to date version, and allowing automatic definition updates) and be running in the background while you work and surf the net. You should not have more than one Anti Virus working in the background as this can cause them to conflict, providing poor performance and protection.
Firewalls prevent traffic from accessing your computer or contacting other computers without your consent. Windows XP and Vista come with a free Firewall, but many consider it to be inadequate.
Anti Spyware and Anti Malware protection is a great supplement to your system protection, if you find that you keep getting infected, this is must have software. It is best to only have one running in the background, although you can have several installed.
User Account Control (UAC) in windows Vista is a great way to ensure that nothing happens without you knowing. Many consider it annoying, especially when setting up or installing lots of programs, if you have it disabled; consider enabling it to provide added security. If you are not installing or changing settings, you will barely see any prompts from UAC.
Windows Updates. It is very important to enable and have a regularly updated system. Microsoft regularly fixes problems in its Operating Systems and other programs with patches as soon as they are noticed. To do this just start Internet Explorer and select Tools > Windows Update, and follow the online instructions from there.
Up to Date Browser. If your computer can run the latest Internet browser, you should always ensure you have it running on your system. Internet Explorer and Firefox and updated regularly. Your Firewall, Anti Virus and Anti Spyware should be using the latest possible version. Old versions of Java are exploitable and should be updated. Old versions should be removed if present in Add/Remove Programs or Programs and Features in your Control Panel.
IE-SpyAd. This tool puts over 5000 sites in your restricted zone so you'll be protected when you visit innocent-looking sites that aren't actually innocent at all.
SpywareBlaster will protect you from most spy/foistware in its database by blocking installation of ActiveX objects.
Jason Levine's Browser Security Tests can test your system settings to ensure you are well protected.
PC Offensive has a list of many free security products including Anti Spyware, Anti Virus, Firewall's and more. You can find it here
Slow Computer? Read this article here on how to speed it up.
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