If your not familiar with this term let me explain what malware is. Malware is another acronym for a computer virus. The intent of malware is to collect data from the user or to take over the user's computer without their knowledge.
Unlike a virus Malware normally can be found when a user visits a site and the site then provides a pop up telling the user that there computer is infected and in order to fix his or her infected computer he or she must download the program to clean the system.
If you ever run into this do a control alt delete if you’re a windows user. The windows manager will pop up and then close the install program window.
Comodo offers a free anti virus program and malware protection for free. Check it out.
If you don't trust me you can always go to the download.com website to retrieve the comodo link.
The best protection is prevention so make sure your up to date with your antivirus program by updating it frequently or have it auto updated. Do this as well with your windows program. From time to time windows will ask to update.
Last but not least once a week a virus scan. Even though you have antivirus you still have to run a scan to prevent any virus that were installed and were not caught by your antivirus software.