Well for starters you could only use IE for windows updates and use a proper browser like ..oh I don't know for instance ... Mozilla Firebird, Mozilla "Seamonky" Suite,
K-Meleon or even Opera.
K-Meleon 0.8.2 is based on the Mozilla 1.5 code base and it is often said to the fastest of the gecko browsers listed above for windows. The UI could be better though.
*grins*
Regular use of both Ad-Aware and Spybot programs is a good idea too, though you will get very little spyware if any while browsing the web with one of the above mentioned browsers compared to Internet Explorer ...heh