All of what Hobbes said is good. I highly reccommend running all four programs that Hobbes mentioned plus a antivirus program. All the programs need to be regularly updated - once a week or at least once a month.
The pop ups you get saying "your computer is at risk and you need to ..." are scams. Do not click on them. The only legit security pop ups you should ever receive are directly from your antivirus program and they will not look like a browser pop up.
Also check out
http://www.update.microsoft.com often.
There should never be anything important in the temp directory.
I think all of what Hobbes said is good except his link. It links to an article that has lots of programs to download and install. I have not used any of those programs but I suspect they will slow your computer down more than they will help.
Firefox - web browser with spell check and extra security and a better user interface.
Spybot - removes and prevents malware.
adaware - removes and prevents malware. I run both but you can get by with just one of these.
spywareblaster - blocks bad sites.
and a good antivirus program should be enough to keep all bad stuff away if you keep them updated.
I have not played Mapplestory but it probably does not need you to completely disable your antivirus software. It just needs you to forward a port through your firewall which is a part of your antivirus. If they told you to turn it off then they did so because it was easier than explaining how to do it properly. If it is telling you you can not play because of your antivirus software and you disabled it and still can not play then the problem is probably your router. You need to forward whatever port Mapplestory wants to use. Mapplestory or the router maker (example Linksys) should be able to explain how.
Turn your antivirus back on now.