Why do you care? If you are running Windows XP you are vulnerable to a staggering amount of exploits including rootkits, and buffer overflow attacks. Many malicious programs will use these exploits to get into your systems without your (or your anti-virus’s) knowledge. One of the best ways to prevent Malware is to use a sandboxing program to isolate your system. Sandboxie is one such program. Check out these excellent posts about Sandboxie:

What is Sandboxie, and remembering to use it:

Recommended settings:

Remember: be safe out there.