Now that we're on the subject of security, might as well keep it going. So you know about how to remove malware now, and you know how some installed malware might be tricky, but what about avoiding malware all together? This is one of the many strategies to avoid visiting sites hosting malware (chief among these is common sense).
McAfee security provides a neat little tool called SiteAdvisor. All you have to do is go to the website SiteAdvisor.com

Next time you're looking for an obscure download and get a link to a sketchy site, you can copy the URL and paste it into their Site Report field, and view the report of McAfee's extensive testing of that website. If it isn't green, avoid the site. Sure, it may take an extra 30 seconds, but its better than getting a virus, now isn't it?