Check out the following websites for steps that you can take in order to keep your computer secure.
- Protect Your PC
- Using the Internet Connection Firewall
- How to Enable Internet Connection Firewall (ICF) on Windows XP
- Microsoft Windows XP Baseline Security Checklist
- How to Keep Network Computers Secure
- Apple Product Security
- OSX Security Features Overview
- Apple Security Updates
- Debian Security Information
- Lindows.com
- MandrakeSecure
- RedHat Security Resource Center
- RedHat Security and Errata
- Slackware Security Advisories
- SUSE Security (US/Canada)
Source: cert.org