Virus Types

Boot Sector: A Boot Sector Virus infects the System area of a floppy or hard drive. They are activated when a user boots from an infected disk.

File Infector Viruses: Most of these viruses reside in the memory of a computer and infect programs' .exe and .com files.

Master Boot Record Viruses: Similar to a Boot Sector viruses, these viruses infect the Master Boot Record and prevent your system from booting.

Multi-partite viruses: Infect both the Boot record and program files.

Macro viruses: Macro Viruses are prevalent in corporate environments where office suites are used. They use a program's code to infect data files.

Other Malicious Codes

Trojan Horses: These viruses do not replicate themselves. Instead, they often pose as a harmless file that is downloaded from the web. These programs can result in the theft or destruction of data files.

Worms: Worms replicate themselves without using a host file and can spread very quickly across the internet by releasing documents it has infected.

For more detailed info check the  Symantec  web site.

Security 

Trojans are one way a hacker can get into your system, but there are other ways hackers can gain access to your critical system files.  A good firewall can help minimize that risk.  Although firewall software is good, it's better to have a hardware barrier, such as a router, between your internal network and the internet.  The internet community will only see the router's IP address, not the computer within your LAN.  

ZoneAlarm is a good free firewall from Zone labs. 

Consider checking your computer for spyware.  My favorite is PestPatrol.  You will be amazed!

Lastly, once you think your system is safe, cruise on over to shields-up to see if you're right.  They will scan your system for exploits and give you the results.