Druidmain has a really good point about computer security on patch day. Even on trusted sites like Curse, you can get an accidental computer bug.
I’ve even been hacked here with malicious software not that long ago.
There’s currently a flash vulnerability that people are exploiting. You can find information on fixes here.
I downloaded Avast computer security which is what caught my blog’s bug originally, and I’ve been using it for a while now. You should make sure you have more than just an antivirus on your computer, but something like the noscript addon for firefox and other computer security measures.
There are also Authenticators currently in stock on Blizzard’s website.
You can find more information on computer security on the Customer service forums, and they also have information for what to do when your account gets compromised.
However, keyloggers steal bank information, too. So, regular scans with programs known to catch keyloggers (and not just viruses) is part of a good protection system.