|You would need to learn and use best practices. Best practices are a whole bunch of ways, programs, settings and more that can protect you against such stuff.|
"When I clicked accept," Well, bad choice there. Accept could have been the attack means. Don't do that again.
Most IM's are wide open anyway. They are not secure at all.
Be sure to keep Vista up to date with patches, use a good firewall program, keep spyware and antivirus up to date.
Second may be to limit exposure to the internet. You can turn off modem.
Third is one of my favorite's, use Live CD's to access the internet.
"Best Practices", Event viewer, host file, perfmon, antivirus, anti-spyware, Live CD's, backups, are in my top 10