The right selection is to protect your erection!
Everyone but real net noobs know not to download and run random executable files. And if you’re not running anti-virus software as well (or Linux!), then you should unplug your internet connection. Seriously. Unplug your computer. Right now. If you are on Windows and you don’t have AVG Free, Avast!, AntiVir, or some other type of protection, you’re taking more risks than going bareback in a bath house.
Anti-virus/Anti-spyware software – this is a great start, and everyone should have it. AVG Free does both reasonably well. If you don’t have something like this (and are on Windows), use one of the links above or feel free to try and set the world record for number of infections on one computer.
ActiveX – don’t run Internet Explorer if you are at all concerned about security. Choose a real browser.
I have to warn you – running Noscript for the first time is like being a condom newbie. It just doesn’t feel as good and is a general pain in the ass the first few times you try it, but after a while you get used to it and you are a hell of a lot safer.
So remember, don’t be silly, protect your willie!