One program I use is call Secunia PSI. It inspects the versions of all your installed programs and tells you if any has a new version out that fixes security flaws. Since security flaws can exist in programs that MS's Windows update does not address, you would need this PSI to tell you when new versions arrive. Eg presently, Adobe Acrobat Reader has a security flaw, and if you opened a pdf made by a hacker your system could become compromised.
Another is Sandboxie. It places your browser inside a walled container, so that any infections that came through your browser will be isolated and won't infect your real system. Browsers have security flaws, and hacked web sites can begin installing malware onto your system without you noticing.