Seeing that people have given great advice already. Well I decided to post some links that I found to be helpful when I began to learn how to protect my pc, as well as some other things. You also might want to check some of the tutorials that members have written which contain very valuable info that will also help you understand things.

Tutorial OR Guide OR Other :

[1.] CERT® Coordination Center Home Computer Security
[2.] CERT® Coordination Center Security of the Internet
[3.] CERT® Coordination Center Home Network Security
[4.] CERT® Coordination Center Before You Connect a New Computer to the Internet
[5.] Virus Alerts Mail List
[6.] Online Identity Theft Spoof Email Phishing Scams and Fake Web Pages or Sites

[7.] Spyware Guide
[8.] F-Secure Virus Screenshots Archive

Program[s] :

[1.] MooSoft Development - The Cleaner
[2.] Spy Sweeper
[3.] OptOut

VirusList.com Virus Alerts List

There you will get the latest news about new viruses: methods of their prevention, detection and removal. With emergency virus alerts we will keep you informed about the most dangerous virus threat.
I hope that this helps info helps you in some way.

Note : Dont worry if you dont understand eveything right away with due time the knowledge and understanding will come.