Windows/IE behaves itself quite nicely under the following environment:
If you have high-speed, stay hidden behind a router. If not, try the free ZoneAlert from Zonelabs as a firewall.
('ZoneAlarm' is the free version)
Run "Spybot Search and Destroy" often, it's freeware!
and removes almost everything nasty. On-line update tools and everything.
Run Ad Aware (freeware
version is fine), though much less important if you're checking with Spybot. On-line update tools too.
Vitally important! Run 'The Proxomitron' as a local proxy - it rewrites web pages on the fly removing most offending things from them, including ads. Fully configurable if you're into that sort of thing. Also freeware!
Don't be stupid and open up attachments from faux-Viagra companies, or "Message Undeliverable" messages from E-mail addresses you've never heard of. ("Who the eff is mailto:'email@example.com
Set Windows to show all filetypes, so you don't let those 'Goodstuff.zip.dat' files slip past ya...
You do all of these things, and Windows/IE is really pretty worry free and tolerable. Note that I didn't mention anywhere about virus scanners - if you hide behind all of this stuff you really don't need them. Virus scanners are good for relatives though, they don't mind paying money every year for 'subscriptions'. In fact all of this stuff is good for relatives, of which we all have, and only really know you as "That cousin who knows computers"...
As for the O2, I *really* like the name Ozone