if you already use a good router (with a hardware firewall build in), your antivirus of choice is able to detect 0 days threats thanks to a good heuristics module, you use a good HIPS or a Behavior Blocker, you do not need to be concerned in my opinion.
Just avoid shady sites (eg: Warez/Porn), never trust spammers, watch out of P2P/Filesharing (as they often carry infections), Keep your O.S, browser, Oracle Sun Java JRE, Flash Player and Adobe reader up to date, upload every suspicious file to Virustotal and ThreatExpert before running it.
Something like Sandboxie as well as disabling Java Script will help, also.
Those executable files you are talking about [PCFLANK TEST, I mean] are test files not so different from Eicar or Trojan Simulator Code:
http://www.trojanhunter.com/trojansimulator/