- Always have an anti-virus program running (I know many say turn it off to play games, but you honestly don't have to and not have it affect the game itself)
I recommend Bit Defender for a anti virus personally

Some protection softwares I do recommend
Spybot (free to download and use) - Allows you to scan for maleware and trojans, along with an advanced mode where you can view your start up programs (some which are not picked up or shown on msconfig) and it also gives you a little box on the side you can view of information about the selected starting program

Malewarebytes (also free to download and use) - Mostly the same thing at spybot but its just a scanner that is very very thorough and picks up a lot of things that other programs might miss.

Reasons I do not endorse Mcafee, or Norton, I have used both said programs in the past and on each time, at least more than one occurrence I got a virus from the program itself from it updating itself. Granted I believe they have fixed said problems (I could be wrong) but because of those incidences I do not trust them.