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Update update!
For Linux/ Unix users, you’re alright. As exploiters usually targets the main crowd (the microsoft supporters). Ensure your copy of Windows is updated from Windows Update, and those with Microsoft Office, do update it as well.
Firewall
If you’re sharing internet connection with a homebased router, you’re somehow secured. If you’re not, get a software based firewall like Zone alarm Free version or the Pro one. You’re thinking, Windows Service Pack 2 has already integrated a internal firewall, why should you still need one? You can read an article from Zdnet here. A firewall blocks off attacks coming from outside and exploits that has already been inside from your PC or network.
Antivirus
Here you go, everyone’s using Symantec Antivirus, but I beg to differ. Every virii written these days sort of bypasses Symantec’s famous antivirus. Thus, my recommendation, if you’ve got a penny to spend, get Norman Antivirus, very secure and one of the best out there. Or if you think you’re poor and wanna save some cash, the free version of Avast Antivirus works properly as well 
Alternatively you can refer to http://www.virusbtn.com/, where they have comprehensive reviews and tests for all the antivirus programs available in the market.
Anti Spyware
Spywares are even annoying than viruses these days, my recommendation would be Lavasoft Antispyware. I remember they do give out a free version previously. Or if you’re tight with a dime again, Spybot Search & Destroy works very well.
In short..
All these things do help alot to prevent unwanted people from clearing out your E-gold, its not 100% ( the most 100% way is not to get connected to the internet at all, which is impossible in this case), but adhering to it will make you feel safer and keep most of those thugs out.
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