The Security Intelligence Report is a biannual report by Microsoft that analyzes past and present security trends.It's results suggest a simple way you can reduce malware infections by almost 50%.
How does malware propagate? According to Microsoft’s report (gathered from Microsoft’s Security Removal Tool) almost 45% requires user interaction, (e.g. executing a file). Another 43% uses AutoRun capabilities via USB or a network to infect a system. The remaining 12% list file infections, exploits where updates are available and password brute force attacks.
There are many different things you can do to stay safe out there. As this report clearly illustrates Autorun is a major problem. Disabling it will significantly reduce your risk. The easiest way to disable autorun is to run a utility like Disable Auto Run.