Yesterday Microsoft released a security advisory for a vulnerability in how Windows handles dynamic link libraries or DLLs. This is a vulnerability in the core of Windows that can also impact many applications running on Windows, so it's a pretty big concern.
If you are running a home computer on Windows, your best bet at protection is to disable the WebClient service. To do this right-click on your "My Computer" icon and choose "Manage", go to "Services and Applications" and choose "Services". Scroll down to "WebClient", right-click on it and select "Properties", change the startup type to "Disabled" and click "OK". Then stop the service if it is running (right click on it and choose "Stop".)
Note that if you are in an enterprise environment disabling the WebClient service may cause some applications to lose functionality (particularly applications like Microsoft SharePoint). If you are in such an environment, I advise you to contact your Helpdesk for assistance in how to address this issue.
Microsoft has no ETA for a fix for this issue, and as it is a core piece of Windows that affects how third-party applications interact with the OS, it may be a while before this can be addressed.