In case you haven’t already seen it (via Slashdot or Camworld or, no doubt, countless other places): check out Steve Gibson’s dissection of a distributed denial-of-service attack against grc.com. It’s long, but fascinating to read — reminiscent of Cliff Stoll’s The Cuckoo’s Egg, a 1980s techno-thriller about tracking an international spy ring.
Even if the content doesn’t interest you, you should probably go to grc.com anyway to run Steve’s ShieldsUP! program, which does some simple testing to see how vulnerable your Windows machine is to a network-based attack.
Workstation security is particular important if you’re a broadband user. Folks with cable modems and DSL are favorite targets for the IRC bots described in the article above. Windows users are more vulnerable than anyone else.