After Billybandit's post, I'd thought I'd start a thread for linking to useful PC applications that I've found useful. Most are freeware/shareware but feel free to add to it. At the moment as I'm at work, I'll just put these down but will update when I get the chance...
ZoneAlarm - Firewall software which works really well and is highly configurable.
Spybot - Search & Destroy - Another firewall/spyware removal program. Can also sometimes find what Ad-Aware doesn't.
Ad-Aware - Rogue spyware/cookie/dialler removal program which has free updates.
Kazaa Codec Pack - This website contains downloads for the Kazaa Codec pack - bascially, if you have ever downloaded a movie file from the internet but haven't been able to play it because it's been encoded in some weird format, this codec pack will sort you out.
This link also contains links to download RealAlternative and QuickTimeAlternative which are basically freeware versions of the respective players but minus the spyware.