Yeah, minimum you need is a decent firewall. These days probably best to get a 'Internet Security' package that combines firewall, anti-virus, anti-spyware + adware, and keep it updated frequently. If you are using a router you already have a decent layer of protection which can be really tightened up if you know how to configure it properly.
It might sound over-whelming if you are not familiar with these products but today the average time-to-infection for an unprotected PC on the internet is less than 15 minutes! Keystroke-loggers are probably your biggest worry, this is where a program is installed on a compromised PC thst records all your keystrokes to a file that can be accessed at a later date by a hacker. Obviously password info is at serious risk to being leaked in this manner.
Make sure to use different passwords as much as you can, don't use the same password for your poker sites
and your e-mail, forums, etc.
On a positive note a lot of poker sites have a policy where they only allow you to withdraw if you have made a deposit, and will only make your payouts the same way and to the same account you paid in. This at least adds one layer of security to your funds even if your password was compromised, if you've got the same password for your email though....