Prevention
The more of these suggestions you follow, the fewer problems you should have. They won't solve any existing problems you have, but if you follow them all you should be able to avoid virtually all problems in the future.
Things you should NOT do -
1. Use Internet Explorer (Sadly sometimes this is unavoidable, so only use IE when the site absolutely will not work with any other browser and you cannot get that information/service anywhere else, and only use IE for that one specific site. IE 10 anyone? )
2. Open email attachments you haven't manually scanned with your virus scanner
3. Open email attachments you were not expecting, no matter who they appear to be from
4. Respond to spam messages, including using unsubscribe links
5. Visit questionable websites (e.g. po*n, warez, hacking)
6. Poke unnecessary holes in your firewall by clicking "Allow" every time some program requests access to the Internet (When it doubt over whether or not to allow some program, use Google to find out what it is and whether or not it needs access to the Internet. Otherwise, denying access is the safest course of action, since you can always change the rule later.)
7. Click directly on links in email messages
Things you SHOULD do -
1. Always have an up to date virus scanner, firewall running
2. Install all the latest security updates
3. Delete all unsolicited emails containing attachments without reading
4. Manually scan all email attachments with your virus scanner, regardless of whether it's supposed to be done automatically
5. Copy and paste URLs from email messages into your web browser
6. Inspect links copied and pasted into your web browser to ensure they don't seem to contain a second/different address
7. Establish a regular backup regimen
8. Make regular checks of your backup media to ensure it is still good (I learnt that the hard way, when my HDD failed and my backup file was corrupt.
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5. Do not poke sleeping bears (Most REAL hackers are quite content to leave you alone unless you make them take notice of you. No dinky little software firewall or consumer grade router is going to keep them out of your system. So do not go to some hacker website or chat room and start shooting your mouth off unless you're prepared to accept the consequences)
6. Do not use registry cleaners/fixers/optimizers ( The Windows registry is not some mystical black box of untapped performance tweaks for Windows, that will lead to untold improvements in system performance. Most of the tweaks will lead to very modest performance gains of 1-2% tops, and probably less than 10% all combined. There is also a good chance that you will render your system unbootable if you make a mistake when editing. Registry default settings are set that way for a reason.)
Cure
1. +1 for NPE.
2. Rkill attempts to terminate known malware processes so that your normal security software can then run and clean your computer of infections.
3. Anti-parasite suite That's a very old post, but is still valid in current scenarios.
Give this a read.