Disable autorun in all removable drives, includes CD/DVD-rom, and all usb storage capable devices (like mp3/mp4, pmp, usb flash drives, memory cards & your psp)
Why? As a precautionary measure against malwares(trojans, worms, & pc viruses; this wont help with human & animal viruses nor even the common colds hehe). Usually these malwares can immediately infect your pc when you insert the media(cd/dvd, usb storage devices, etc) and executes the autorun.inf. I've encountered them on pirated CDs (bought in streets), friends with mp3 players infected by internet cafes, and even a friend's psp. Imagine accesssing your psp's flash 0 while your PCs infected and starts doing havoc to you flash 0 hehehe.
I'm not responsible if anything happens to you or your pc, by reading this and doing these procedures, you agree that you are sane and doing this at your own risk.
How?
1) Go to Start Menu then click Run;
2) Then type "GPEDIT.MSC" and click OK;
3) Under Computer Configuration, go to Administrative Templates;
4) Go to System then double click Turn off autoplay;
5) Set it to Enabled while Turn off Auto Play should be set to All drives and not cd-rom drives.
6) Click Apply, then logout or better reboot.
Note: I suggest that you always update your anti-virus software, explorer set to view all file types(including system, & hidden files), and view file extensions(example mypic.jpg), Because, some files are in jpeg files, some are in folder but its an exe file, but there icons looks appropriate files, So be carefull if you dont know the files, scan them before you execute them, better yet, dont run them unless you need to.