if you buy a new computer from any reputable dealer, they will have preinstalled the latest patches upto about 1-2 months ago (depending on their last build date and how much stock turnover they have). Connecting to the internet and running a Microsoft Automatic Update to get the latest patches in extremely safe. Then install anti-virus and anti-spyware tools, if they have not already been installed, and you will be all set.

And then all these should automatically update and keep you safe. It only starts to get unsafe if you disable the auto-update features.

cheers,
Luke