Absolutely yes!
You need to learn how to properly protect your computer when you are online here are a few steps!
1. Always update windows security!
2. Download SP2 for windows!
3. Run a good antivirus such as nod32, norton, kaspersky, panda!
If you cannot buy an antivirus at least use AVG or Avast they are free!
4. keep your antivirus up to date!
5. If you are not behind a router use a firewall and keep it upto date!
6. Use spyware tools I recommend using all of these! And keep updated!
Ad-aware se, spybot search and destroy, spyware blaster, ewido!
7. Dont download active X controls that you are not sure about!
8. Switch to firefox!
9. Dont download any toolbars, they are crap and alot of em have spyware!
10.Stay away from porn sites, tons of viruses!
11. Backup all your important documents, incase it comes to reformatting!