A few basics:
(1)
Secure how you use the computer: Set up accounts for yourself that are not privileged in any way. Be disciplined in how you play by the rules of your own security. Don't use passwords out of a dictionary. Remove all unnecessary user-ids.
(2)
Secure access to the thing: Don't run unnecessary services. If you use
ssh, learn about digital certificates and use them.
(3)
Keep your operating system software up-to-date: When a vulnerability is found and fixed, it does you no good if
your systems don't use them.
(4)
Maintain backups! Fast removable drives, especially USB 2.0 or Firewire drives, are well worth it. Many will fit in your pocket -- or in a safe-deposit box. Having more than one disk-drive in your machine is handy. Don't let
this ...
... happen to
you!
(5)
Don't be lulled into thinking that "Linux is invulnerable." It
isn't! 
... Really, one major reason why Windows has gotten this reputation is that Windows users are categorically very careless, and they're given computers where they are Administrator; the Administrator user has
no password;
and the users are not given the slightest bit of training. They are sitting-ducks, and there are millions of them out there (waiting to be invited over to dinner)... With the slightest bit of effort, even Windows
can be made much more secure than it usually is.
