As well as making sure that you have good virus protection in place (I use Avast, which is free, and seems to be pretty good) there is a useful tip that not everyone realises:
If you hover the mouse pointer over a link without clicking, you should see the actual address it is linking to at the bottom of your browser. (At least that is where it appears on my Chrome browser - it may vary with others.) If the address that appears does not match what you are expecting, don't click! So if you are expecting a link to Barclays Bank and the address that appears starts ivans.bank.ru - you know what is going to happen!