The Firefox 3.1 beta 2 is already released. If till this time you are using other browsers, and God forbid, Internet Explorer, you should change it on the Firefox. The thing is, that it's more safety. Of course, Firefox is not a panacea, but the level of your security will be more higher.
The new Firefox is included the option of the anonymous browsing, automatic "clear history data" and even the function of "traces" nonconservation. Of course, it's not a full protection of your anonymity, it means that you can't hide, if you just push one button,but it's the first step in this direction.