I won't preach....honest.....

If you are going to experiment with malware and visit the "darkside" of the web, please get yourself an old 486/PI or whatever......you should be able to get one for free or next to nothing.

Don't use your main machine
Don't use a shared machine
Don't use a machine that you don't own (legally )
Don't use a machine on a network

Burn all OS fixes/patches onto a CD because you will be reformatting and re-installing a lot

Good luck