It seems from your post that you haven't had one.
What you need;
1] A firewall.
At the very least turn the Windows firewall on. I assume you are using one of the Windows OSs, but you didn't say.
Better still, get the free version of ZoneAlarm from http://www.zonelabs.com
2] An Anti-virus utility. There are plenty of free ones available and I thought Kaspersky had one as well, but it seems it does not. So try AVG 8.5 free version, or Avira or Avast. This AV has to be running in the background all the time. It must have its virus definitions updated every day, and you should perform a full system scan daily.
3] More than one Anti-spyware utility. At least one of which runs continuously in the background.
Malware takes many forms. Viruses are the most dangerous to a system, but spyware can spy on your and steal your personal data. There are many types of spyware and just one anti-spyware utility is not enough.
Be careful. There are many 'rogue' anti-spyware utilities out there. Choose carefully.
I use Microsoft's Windows Defender as my 'running in the background' scanner. It updates automatically and I perform a full scan once a week.
I also use MalwareBytes AntiMalware, MBAM from http://download.cnet.com/Malwarebytes-Anti-Malware/3000-8022_4-10804572.html Athough it says free to try, the only limitation on the free version is that it does not update automatically. You get to do that yourself.
If I were you I would download that now, install it and update it, and run a full scan immediately.
There is also SUPERAntispyware, a utility often recommended in these forums, but not one I have tried yet.