What is the best way to protect myself on Microsoft Windows?
A high-quality full disk encryption tool like TrueCrypt can be used to keep your swapfile (as well as everything else in the same partition) encrypted at all times, as long as it is on the disk. Of course, it all gets decrypted as it is brought into RAM so you can use it, but anything written to disk in an encrypted volume is encrypted before it is written to disk, including memory pages sent to the swapfile. TrueCrypt is a handy tool that way, and can actually make other encryption tools like GnuPG almost as well secured on MS Windows as they are on systems that can lock memory pages against being written to disk. That’s my take on the best answer. If, for some reason, TrueCrypt (or a similar tool) is not an option for you, it may not be the best answer for you.
