There is another important thing you can do to help secure any Windows 2K and above system and that is to run as a least privilaged user for as much as possible. This means that if anything nasty can get through the damage it can do is limited.
Software is getting better and it is becomming increasingly possible to run alot of software using an account with reduced privilages. I believe the new Microsoft OS due out early next year will encourage running with least privilage, I know the linux community recommends that you dont log on to the root account unless you are needing to do administrative tasks.
If there are any software developers reading this make sure that your software can run under accounts with restricted privilages.