are the websites you are entering your private information secured using valid CA SSL certificates?
is your wireless connection private or public? (Home, Work, Public)
Do you have any antivirus, firewall software?
Do you install all windows and IE security updates?
there are alot of ways people could get your information, but if i personally dont enter my bank information into a website.
if im entering a credit card, or social security i normally only do it on my home network, behind my firewall and antivirus, and the site im entering the information must be using a valid SSL certificate, no self signed crap.
Exactly what Jeff said, couldn't have said it better myself. I just want to add to, or stress the fact about ONLY entering in sensitive data behind your secure network.
If you are at Starbucks or Burger King and you are using their free wifi absolutely do not access anything sensitive, whether the site uses SSL or not. It is really not that hard to sniff SSL traffic over an unsecured network. The key really is just connect to the internet through something secure.
On your wireless router at home make sure to set the encryption to WPA2 and make sure to come up with a very strong passphrase. If you use your phone number as a passphrase then it can probably be hacked within minutes. Use odd words and mix match letters and numbers. This is good practice for each and every password you use. Also don't use the same password for everything.
Your Email account password is almost more important than your online banking password. A lot of people archive their email's and many of those emails very well may contain a lot of juicy information which can be used to compromise ones security. Also keep ALL of your software up-to-date. So many vulnerabilities in security come from an exploit in Java, or IE, even quicktime you want to keep updated. Hope that helps you some...
Ditch Mcafee all together. Get ESET Nod32. Turn on Windows Firewall.
If you want to get serious with a firewall get Comodo. Get a router with a firewall built in for extra security.
I could go gone forever on what you can do to be MORE secure, but I feel like it gets to a point where its such a hassle it may not be worth it. *bites tongue* :)
if you are scared to death about your personal information being stolen on the computer, the best thing you can do is dont use it on the computer. there is always a risk - even if it makes it to the other side perfectly fine, think about how many times major companies have sent out letters and emails about there database being compromised.
You probably would never even know they cracked your router unless you monitor it and read the logs and stuff. No problem though, easily negated via WPA2 security with a strong passphrase. WPA2 is actually EASIER to break into though unless you have a strong passphrase. The tools used to break into WPA2 are simply guessing the password using a predefined dictionary of words (thousands of guesses per second though). So if you have something like this as your password: "I4h@$b7n-42Z" then you are very secure. But that is insane to remember something like that so just throw in a couple of numbers or symbols along with an obscure word or two and it should be secure enough. Essentially; the longer and more obscure, the more secure.