Windows Explorer Security Details

File Extensions

Make sure you can see all file extensions from explorer. Windows 2000 and XP turn this off by default. Some viruses masquerade as a harmless file, such as a cartoon, and add .exe at the end of it: 'cartoon.jpg.exe'. The exe would be hidden and if you clicked on cartoon.jpg.exe the virus would be unleashed.
Open Windows Explorer or any folder window and click:

Tools > Folder Options > View

Ensure that the option 'Hide file extensions for known file types' is unchecked.

Network Drives

Keep your network drives unmapped when not in use.