Enhanced Mitigation Experience Toolkit
Windows 10 now has the features of EMET rolled into it, but as half of the Windows users around the world are not using Win 10, and the types of exploits it can protect against become more common or easier to use on old systems, you would do well to install it along side whatever security you currently trust.
It uses basic profiles that can be edited.
The default "Recommended" profile is set to "Opt-in" or "Off" the various protections.
This relies on software authors setting the opt-in flags in their software.
If you run in recommended mode you will notice in the EMET task list that very few programs (including Microsoft) opt-in.
The non-default "Maximum Security" profile will set various protections to "Opt-out" or "On".
If you are using all modern software, this will rarely cause a problem, but some old 32 bit games and utilities may need you to manually exclude them from D.E.P.
This can also be done via the Windows system properties control panel.
Download v5.52 https://aka.ms/emetdownload
v4.1 for Windows XP https://web.archive.org/web/20140501063945/http://www.microsoft.com/en-us/download/details.aspx?id=41138