its not necessary to lock you doors if your home most of the time but it is a good idea to do so, especially when you go out.
if privacy is a concern of yours (it is mine), a proxy isn't a bad idea, as long as your sure the owners of the proxy arn't going to sell your info.
You should get ad-aware to find and delete spyware and bugnosis to warn you of web-bugs. they're both freeware. SamSpade, another freeware product is also very handy to have.
