Anti-Malware Programs
First, malware is a reality and no operating system is immune to it.
Malware is most common on operating systems that are prevalent (no reason to target 1% of the installed base now is there); so an obscure operating system is far less likely to be the target of malware.
Malware is most common on popular operating systems that generally do not require elevation of privileges to install (OS-X, *nix, Vista, and Server 2008 all require that a user elevate their privileges before installing software, even if they have rights to administer the machine).
The reality is that even a seasoned computer professional can be “tricked” into installing malware; and the only safe computer is a computer that’s disconnected from the rest the world and doesn’t have any way to get new software onto it (that would probably be a fairly useless computer).
Beyond exercising common sense, just not installing software you don’t need or are unsure of (remember, you can install and test software in a virtual machine using UNDO disks before you commit it to a real machine), and using a hardware “firewall” (residential gateway devices should be fine as long as you change the default password, disable WAN administration, and use WPA or WPA2 on your wireless network) between you and your high-speed internet connection; using anti-malware software is your best line of defense.
There are a lot of choices out there, but one of the best you’ll find is Avast! — there’s a free edition for non-commercial use, and of course several commercial version for workstations and servers.
My experience is that on all but the slowest computers Avast! performs well, and catches more malware than most any of the big-name commercial solutions.
For slower computers that you need mal-ware protection for, consider AVG (they also have a free version for non-commercial use); I don’t find it quite as good as Avast! at stopping as wide a range of threats, but it’s much lower on resource demands (and that helps to keep your legacy machine usable).