I'm a little surprised that Secunia (or at least something similar) wasn't added to the 'PC Protection - How To Avoid Infection' thread. Secunia is a program which scans the programs on your PC (third party applications in particular) and reports any known vulnerabilities they may have. Secunia usually includes a direct download link to install the patch.
At the very least, the concept of keeping third party applications updated should be mentioned as it is a critical preventative security measure.