get a firewall (i use firestarter, http://www.fs-security.com/
). that is proboly one of the best things to do. if you run web services from your comp then the biggest holes you will have will come from there. stay up on the updates of those and make sure you have them configured properly.
this is a link to two sites that scan your ip address for open ports and other things. it will give you an idea where you stand.
nmap is anoter tool where you can test you system for its network secruity.
if you use firestarter though it is a waste to use because firestarter will let everything from nmap throuh because of the way it is set up. (firestarter allows replies from requests made from your computer.)
hope that helps some. there is a bit more to do but that is what i do.