The best way to protect yourself is through common sense and following good security practices.
Don't run untrusted programs in an environment where they can do damage (i.e. your user account or an administrative account). In fact, unless you have a very good reason to run an untrusted programs, you shouldn't, period.
Keep your operating system and any programs you used up to date with patches, don't enable unnecessary services, and firewall off things that don't need to be accessed remotely.