Malware may infect your PC. This risk can be mitigated through the usage of antivirus- and firewall-software.
In addition to this you should update all software when security patches are announced.
Block access to malware servers
As a 'defence-in-depth' method you might consider to use functionality to block access to fraudulent sites and block access to so-called Command & Control-servers.
Tools to help you blocking access to malware servers
You may find these external links helpful, when you consider how to block access to malware servers.