Try to harden your PC against such nasties. Old news to most I know.
If you want to learn what kind of thing the 1337 haxx0r tw@ts get up to read MMOwned.
I use this software myself, all free and reasonably low-resource:
- Firefox with AdBlocker, NoScript, and Keyscrambler addons - just delete all shortcuts to IE, throw it's clothes out on the lawn and burn them.
- Avira antivirus - seems very thorough but shows "upgrade now!" adverts in a window. Great app if you can live with that, else AVG antivirus.
- Comodo firewall - when on Paranoid mode appears to foil all or most keyloggers according to AKLT (anti keylogger tester)
- Keepass - only practical way I've found to use very complex uncrackable passwords for online banking, ebay etc. Doesn't work with wow unfortunately AFAIK. Multi platform, even runs on my phone.
You may find security software makes wow stutter as it checks every little file accessed by the game. I'd say you can safely disable av & firewall while playing, unless you're alt-tabbing to surf untrusted sites of course.
Let us know if this can be improved upon!