The best tool to keep yourself safe is your own common sence.Just stay away from bad sites and watch what you download.

lol, well I get infected sooner or later.

Anyone give me some names?

Download iespyad
It puts many bad webpages on your restricted zones list. This means that you can still view the bad webpages, but the webpages cannot do certain things (such as use javascripts and cookies).
Download it here (http://www.spywarewarrior.com/uiuc/res/ie-spyad.exe)
Hosts file:
Every version of windows has a hosts file as part of them. In a very basic sense, they are used to locate webpages. We can customize a hosts file so that it blocks certain webpages. However, it can slow down certain computers. This is why using a hosts file is optional!!
Download it here (Blocking Unwanted Parasites with a Hosts File). Make sure you read the instructions on how to install the hosts file. There is a good tutorial here (The Hosts File and what it can do for you)
If you decide to download the hosts file, the slowdown problems can usually be avoided by following these steps:
Click the start button (at the lower left hand corner of your screen) Click run In the dialog box, type services.msc hit enter, then locate dns client Highlight it, then double-click it. On the dropdown box, change the setting from automatic to manual. Click ok

Keep Anti Virus Software updated - Most AVs will update automatically, but if not I would recommend making updating the AV the first job every time the PC is connected to the internet. An AV that is using defs that are seven days old is not going to be much protection. If you do not update your anti virus software then it will not be able to catch any of the new variants that may come out. See here (Freeware downloads Security-Privacy - Anti-Virus Tools at SnapFiles.com) to choose one.
Use a Firewall - I can not stress how important it is that you use a Firewall on your computer. Without a firewall your computer is susceptible to being hacked and taken over. Simply using a Firewall in its default configuration can lower your risk greatly. For more info, check this (Understanding and Using Firewalls) webpage out.
Here (Freeware downloads Security-Privacy - Personal Firewalls at SnapFiles.com) are some Vista compatible firewalls also.

Know What You're Installing
Check the source.
To avoid malware, make sure your software comes from a reputable source. Be particularly suspicious of sponsored software (software that relies on advertising) or software that claims to speed up your Internet connection.
Use Custom Install.
If you feel comfortable with software installation, you can choose Custom Install (as opposed to Typical Install). Custom Install allows you to select only the software components you wish to install, and leave out others (such as potential spyware).
Modify Security Settings (Internet Explorer 6)
To reduce the risk of installing malware, you can set Internet Explorer to high security mode. To do so:
Open Internet Explorer. Go to Tools > Internet Options….
On the Internet Options screen, select the Security tab, then select the Internet icon (if it is not already selected).
Under Security level for this zone, click Default Level. Set the slider to High.
Note: You may have to lower the security level to view certain Web sites.
Next, select the Trusted Sites icon. Under Security level for this zone, click Default Level. Set the slider to Medium.
Click Apply, then OK to save the changes.

Before using or purchasing any Spyware/Malware protection/removal program, always check the Rogue/Suspect Spyware List. It will save you a lot of grief, as well as money if you are thinking of purchasing. Here is the link:
Spyware Warrior: Rogue/Suspect Anti-Spyware Products & Web Sites
If you want to know just how effective your anti-spyware program is, or how well any of the "rogue" programs listed at the above link work, check this for an independent comparison of several anti-spyware programs:
Spyware Warrior: Anti-Spyware Testing (Guide)

Now that was a use full post, thankyou.

Wait, if I install AV/FW's to my other hard drive will it still protect both? I have 2 hard drives installed one with windows and another one with all my files ie. music/apps/videos.

Just install it to your main drive.With out getting to involved I suggest you change/use your second drive as a slave drive by using the jumpers.