Anti-virus first.
I recommend Norton Internet Security, I've never gotten a virus with it protecting my computer, and I download just about everything from torrents to random applications.
Be careful - you don't want unnecessary programs eating away at your CPU in the background even if they are safe.
Research is critical, nothing tells more truth than customer reviews from a credible site.
Stay away from netgear, they make excellent hardware but their software is shitty, I wish I'd done more research first.
(Their internet adapters use over 50% CPU and constantly disconnect...no support for windows 7 64 bit that is actually fully functional)