In Windows Explorer, look for the file extension hiding option under Folder Options. Learn your system. Learn what is normal for your system, what takes up the most resources, and what TSRs are running in the background. You'll be surprised to learn that hundreds of programs and processes are active right now. Get a baseline understanding so that the next time your system seems sluggish or is having problems, you'll be able to spot the culprit more quickly.
Nothing beats a good backup.
Make sure important data and programs exist in two places at once. Often, by the time you notice malicious mobile code, the damage is done. A good backup removes a lot of stress. Following these guidelines is a gigantic step in protecting your system against malicious mobile code. The rapid pace of malicious mobile code is starting to make conventional antivirus protection tools ineffective.