How can a site infect your computer
Security Hole
A security hole is where there is an issue with code in software. This issue allows a hacker to take advantage of it to infect or hack into a computer.
NOTE: There is and will always be errors in software. There is over 100,000 files in use on a computer. Many of the files are shared by more than one program. The chances of having that many files without issues is impossible. You fix one issue and that fix may cause another issue with another file. That is why Microsoft updates all the time. (Macs have the issue too.)
A hacker will write code on a page to access the security hole. When you open the site, the site has code to access the security hole.
Cautions to take
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Periodically run Windows Update (Even if you have Windows Update to run automatically, manually check for updates. Automatic doesn't always show all the updates)
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Make sure your anti-virus is up to date and do periodic scans
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Have an anti-malware software on your computer such as Malwarebytes, Spybot and so forth. (You can have more than one Anti-malware on your system)
Downloads
The site will have a virus on it via a download. The download may be a video, music or an actual download. When you click on the music, or video, it downloads the virus.
Cautions to take
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Be careful of the sites you go to
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Periodically run Windows Update (Even if you have Windows Update to run automatically, manually check for updates. Automatic doesn't always show all the updates)
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Make sure your anti-virus is up to date and do periodic scans
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Have an anti-malware software on your computer such as Malwarebytes, Spybot and so forth. (You can have more than one Anti-malware on your system)
Fake Anti-virus software
When you access a website that is infected, it may open a separate window that looks like an anti-virus window. Sometimes the anti-virus will look as a name brand anti-virus such as Norton, Microsoft, AVG or other known anti-virus software. It will tell you that you are infected and to clean your computer. When you click on clean, it will either install a virus on your computer, have you pay for it to be cleaned or both.
Methods to determine if the anti-virus screen is valid
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Close all Internet Explorer windows. If the anti-virus disappears, it is invalid.
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Open your anti-virus yourself. If it opens and you have the other anti-virus window open as well, that is other window is fake.
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Do a scan with your anti-virus. If it finds nothing then it is not your anti-virus reporting it. (you should do a scan anyways)
Here is a page to give you some tips