Microsoft Internet Security Videos.
There are several short educational videos available on the Microsoft Security at Home website tha discuss spyware, phishing, viruses and worms, keeping your computer up to date, spam, protecting your privacy and using newsgroups.
I've always believed that visual and aural learning is far more effective than the written word. These videos are an excellent starting point for the new computer user.
http://www.microsoft.com/athome/security/videos/default.mspx