There are two issues associated with using an insecure wireless network.

The first is transmitting sensitive data. Don't do that without encryption. Don't accept certificate warnings from HTTPS websites without really knowing what you're doing.

The second risk specific to insecure wireless networks is that your computer might be compromised by an attacker connected to the same network. Keep your updates current for your operating system, browser, office software suite, and whatever else you're using. Use a host firewall; the firewall built in to Windows is quite good as long as you keep it turned on and don't configure exceptions.

While the utility of signature-based antivirus is limited, use one and keep it up to date. Some of the free ones (Microsoft Security Essentials, AVG and others) are quite good. Additionally, I strongly urge that you completely remove all forms of Java and Flash from your computer, which may mean not using some websites. These risks aren't specific to insecure wireless networks but are both common and serious.