First off, go to
www.zonelabs.com and download zonealarm. It's a free firewall. You'll need to configure it, but it's pretty simple to do, and they have a tutorial to help.
Then go to
www.grisoft.com and download the AVG virus protection. I use both, both are free, and both are easy to use.
Next, go to
www.webattack.com and find the file 'Spybot Search and Destroy' and run it. It is under their freeware/Anti-Spyware stuff. Again, another good freeware product to keep your computer safe. Not only do you want to run this one regularlu, but you'll also want to click on 'Immunize' and turn on the immunization for bad d/ls. And block them too.
And fer Pete's sake, if you don't have a firewall and don't want people to find out what's on your computer, at least turn the cable modem off when you're not using it! Basically, right now you have an open door to your computer. It would be much like leaving the front door of your home open for anyone to come in and browse around.
And questions, post them here or PM me. . .