Viruses and Spyware are the biggest threat your computer will face. You're most likely to contract these as you're surfing the net for porn and SNES roms, but a person with malicious intent could also hack a site you trust, and tell it to infect your computer the next time you visit.|
If you're using both Windows and Internet Explorer, then you're the most exposed. Both programs are full of holes, and provide little, if any, security. You should think about switching over to the alternatives.
br/> There are many Free/Open source software(FOSS) options for your net surfing, I recommend Firefox. When combined with the Ad Block Plus and Noscript extensions, it provides a strong wall against outside threats.
There are also FOSS options for your operating system. Linix has berthed a number of them, including the most user-friendly, WINE can help you run Windows programs in a Linix environment.
About the FOSS programs; GIMP and Scribus are some of the best. You can use them together to edit photos, and produce pamphlets and Zines. There are also programs out there for editing video, and mixing music. These programs are available for Windows too, if you're not quite ready to make the Linix jump. That covers protecting your own computer, now lets talk about protecting the info you put online.
br/> As has been well covered, the US government has no problem gathering your information. They don't need to get it from your computer, your ISP and e-mail provider are more then happy to hand it over to them. Fortantly, you can take steps to protect your self there, too. The TOR system can help to mask your on-line activity, and programs like GnuPG can help you to encrypt your e-mail.
Again, this is all just a primer. There is tons more information out there, if you want to look for it.