Also consider activating Internet Explorer's ActiveX Filtering, which blocks all ActiveX content by default. ActiveX is a frequent attack vector for hackers. To turn on the filtering in IE 9 and IE 10, open the Tools menu, hover over the Safety submenu, and click ActiveX Filtering when the Safety options appear.
The aforementioned Web of Trust and Site Advisor plug-ins can raise a flag when you're on a known attack site, but drive-by downloads have appeared in malicious ads on legitimate websites in the past. Stay patched and stay protected.
Zero-day attacks exploit newly discovered, unpatched vulnerabilities to compromise your system. You can't do much about these other than following the tips above. The truly paranoid could lock down all the various security options in their browsers—setting Internet Explorer's security level to High, for example—but to be honest, that's probably overkill.
If you're worried about cutting-edge malware, consider running Malwarebytes Anti-Malware Free periodically, or whenever something raises suspicion. It's designed specifically to identify zero-day attacks, but it doesn't try to block more common exploits, so you'll want to use Malwarebytes to supplement your regular antimalware protection.
Direct attacks by port-sniffing hackers aren't really common, but you can nevertheless protect against such tactics by enabling some sort of firewall. The Windows Firewall tool included in Windows (Control Panel > System and Security > Windows Firewall) works just fine—but it scans only for malicious intrusions.
If you want to keep an eye out for suspicious data flowing forth from your machine—a sign of possible malware infection—then you'll want a firewall that also sniffs for outbound threats, though such firewalls require a bit more effort to set up properly. ZoneAlarm Free Firewall and Comodo Firewall (32-bit or 64-bit) are two stellar free options; most premium security suites also feature robust firewalls.
More ways to protect your PC
While these tips and tricks greatly decrease the chances of your PC catching a bug, strong security doesn't end with behavior changes. Want to lock down your laptop for the road, learn how to protect your PC against Prism surveillance, or find some tools for the paranoid? Those items are just the tip of the knowledge iceberg.
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