Tim Weaver wrote:
One of the best things you can do is get IE-SPYAD. This makes a lot of
entries into the registry which puts known spyware sites into the restricted
zone where they can't execute scripts. This will keep anything from being
installed. Also, in your Internet Options - Advanced tab, make sure both
"Enable Install On Demand" options are unticked.

Or download and use Mozilla, a browser without the gaping holes and
horrible default settings that come with Internet Explorer.