The SANS Institute is a organization of computer security professionals that provides training courses. But they also provide services to the general public, and their Ouch! newsletter is a great resource.
Ouch! covers current security threats -- spyware, viruses, phishing, bots, and other ways that hackers try to get personal data from your computer. There are also security tips.
Ouch! comes out once a month. You can get an e-mail version by signing up at their web page. It's a good way to keep up on potential threats.