Windows XP SP2 is already in a secure configuration in terms of not blindly joining wireless networks -- it won't connect until you click on the wireless icon in the tray and choose a network.

"Ad-hoc" just refers to wireless networks between two PCs that don't use an access point.

Using a firewall is the main thing (even the Windows Firewall will do, but put it in No Exceptions mode), as well as not sending anything sensitive unencrypted. That typically includes checking your ISP mail account -- regular POP3 and IMAP often don't use any form of password encryption.