Get a new HDD, around 40GB is good(this is only needed for Windows and temporal stuff), then get a external HDD with like 500GB(this is where you install Games, Programs etc.). If you don't have enough money for that, google for "partitions", this will work too. The best thing of this is: If you get a virus, you can simply just format the partition/internal HDD, you won't loose any important stuff, because that is on the other partition/external HDD.
After you installed Windows and shit, get a good Anti-Virus program, like Avast! or AVG. Then you should download ZoneAlarm, just to be on the safe side.
After that's done, you should read fully the manual of your router and look carefully on the sites where it shows you how to port forward. After you know that, you should check which port a program uses and only allow those ports, close the others.
If you want to be really safe, get sandibox or virtual machine. If someone sends you a .exe, check it first in sandibox or virtual machine, if it's a trojan it can't do anything to your system.
And if you want to be anonymous on the internet, buy a Socks5 proxy which is located in russia, costs around 50-???euro. Also check that the Socks5 is not logging anything.
Hope this helped everyone here.
