When security holes are identified in a program, the program author usually issues a patch to their software that blocks the hole. By downloading and installing available patches to the software that you run you reduce the number of known security holes that crackers can exploit.
Try to avoid using software with known security holes that have not been patched particularly where alternative software is freely available. One of the worst security holes for computers connected to the internet is Microsoft Internet Explorer. There are hundreds of known holes in this software that have not yet been patched and many that have only been patched on Windows XP with service pack 2 installed. Alternative browsers such as Firefox and Opera have far fewer security issues and are also more compliant to current web standards. Microsoft appear to have abandoned Internet Explorer. If you absolutely insist on running Internet Explorer rather than a decent web browser then I suggest that you download the Java VM from http://www.java.com/ and use that in place of the less secure one supplied by Microsoft. I also suggest that you turn off activeX support completely and maybe even consider setting your internet zone security level to High. You can always place sites that need more access and which you trust into the Trusted Zone. You might also take a look at IE-Spyads, Spywareblaster, and Browser Hijackblaster all of which improve the security of Internet Explorer to varying degrees.
This article written by Stephen Chapman, Felgall Pty Ltd.