Danoschek is right, it is recommended to disable windows system restoration to be able to repair system after infecting.
There are also many other steps that must be done to be protected from viruses, spyware etc.
Simply things are recommended: use antivirus and firewall and don´t browse on "dangerous" sites.
Also I would recommand (very suitable) to disable this services on windows which only makes your system more vulnerable and occupy tons of MBs in your RAM and I guess you´ll never use this serveces in real life (cmd-services.msc)
-automatical configuration WiFi (if you are not -using wifi conectivity of course)
-ICF (firewall in Windows ´cause I guess you are using better one )
-Indexing Service
-NetBIOS (port 135) over TCP/IP
-NetMeeting
-nvidia driver helper service
-protocol SSDP
-sever (if you don´t have your own private network)
-telnet
-terminal services
-web client


and others can be found. (see blackviper).
Certainly disable automaticaly windows updates - only when notified you´ll download them.
And don´t use Exploer but some better alternatives such as Firefor or Opera, and Mozilla Thunderbird instead of Outlook.
Sometimes it is good to scan system with ad-ware or Spybot-Search&Destroy.

Or use LINUX.