I was going to say "pr0n," but since you all beat me to it, it'd just be redundant. So I guess I have to be serious.
Best thing I can think of right now is Ad-Aware, and maybe Spy-Bot. Really helpful - and free - spyware scanners/removers. Firefox is a pretty nice browser, if you don't have it and are using IE. Course, just about any browser is better than IE. WinZip/WinRar (same thing, I think) is a nice program for downloading .zip/.rar files or making your own .zip/.rar files. It comes with a 40 day trial, and after that, if you want to keep using it, you have to ignore the "regester or remove" bit. That's about all I can think of right now.