Turn on Data Execution Prevention (DEP) on Windows for all programs

By default, when Windows XP Service Pack 2 is installed, Data Execution Prevention (DEP) is enabled only for Windows components themselves. To protect all applications, right-click My Computer and select Properties to open the System Properties dialog. Select the Advanced tab, and click the top Settings button under Performance. Select the Data Execution Prevention tab

To enable DEP for all applications, select Turn On DEP for All Programs.

I have been saved by this many times when being redirected to certain sites. A notice will ask you if you want to allow to install a progam or plug-in. when you state no. It will close your browser protecting it.

Read more here:
http://en.wikipedia.org/wiki/Data_Execution_Prevention
http://www.e-articles.info/e/a/title...ervice-Pack-2/
http://www.microsoft.com/technet/sec.../depcnfxp.mspx