If you are using Microsoft's Internet Explorer or Outlook/Express), Microsoft has the following recommendations:
....from: http://www.microsoft.com/security/incident/settings.mspx
Increase Your Browsing and E-Mail Safety
4 Steps to Help Ward Off Hackers and Attackers Updated: June 11, 2004
If your computer is part of a managed network, contact your system administrator before making any changes.
Malicious hackers and virus writers can take advantage of low security settings in your e-mail and Web browsing software to infect your computer. They can do this by sending you a malicious e-mail message or by enticing you to visit a malicious Web site. By increasing your security settings in Microsoft Internet Explorer, Microsoft Outlook, and Microsoft Outlook Express, you can help limit your chances of being attacked.
There are four things you can do right now to increase your security.
1. Set Internet Explorer security level to High
2. Add Web sites you consider safe to Trusted Sites
3. Use plain text to read the e-mail messages you receive
4. Block pop-up windows in your browser
...more details at: http://www.microsoft.com/security/incident/settings.mspx