Install a good anti-intrusion software that hardwalls Windows against hackers. Qwik-Fix from Pivx is a nice product that does just that. It even protects against vulnerabilities for which Microsoft hasn't come out with patches till now. http://www.pivx.com
While that may be good advise. My comment still stands. You should have a hardware firewall between your computer and the outside world, in addition to anything else you may do..