Do not Click Links that are 'phishy' These links could be to phishing scams or links that automatically download spyware or viruses to your computer.
Be careful when using Instant Messaging (IM) Software
Avoid unknown or suspicious IM links. If you doubt the validity of an IM link you received, ask for more information about the sender.
Do not install files or run programs via IM links. Instead, close any installation windows associated with the file or program, and ask the sender for the file or program URL so you can check it's validity.
Stay Smart about Email Messages & Attachments
The most important thing that you can do to protect your computer from attack is to keep your antivirus software up to date.
You can also protect yourself by not clicking on links in emails from people that you do not know.