The easiest way to increase the security level of a computer is by using a firewall. Firewalls monitor all activity that occurs on a connection between one or more computers. They act as a “wall” with one or more computers on one side, and one or more computers (usually the Internet) on the other. Information transfer by suspicious programs are immediately cut off, preventing them from entering the protected side of the firewall.
This way denying access to anything coming from unauthorized and unknown sources prevents possible infection by viruses, worms, and other malicious codes. A lot of operating systems have built in firewall defenses now so that you technically don't need any outbound or additional software in order to protect yourself. However, at the same time, many of the anti-virus and security suite software bundles come with a passive firewall integrated, and you can either choose to enable this or disable it.
When this is enabled, be aware that some of these are very aggressive in how protective they are over every application that opens on your computer. Because of this, you often need to add a number of “exceptions” for software that you frequently use. Firewall's are actually quite important, which is why most operating systems have them automatically built-in. If you were to look at the traffic that pings and checks your network everyday for opening in your security, you would be amazed (and probably horrified as well).