If you spend more than six hours a day on your notebook, losing it will almost definitely be a painful process.
Check out the video below to see what hacker Zoz did after losing his computer...
While not everyone of us can do what he did, here's some basic tips on things to think about when you just gotten hold of your spanking new computer...
#1 Don't use your Administrator account as your User account
Using your Administrator account for everything is basically letting a hacker do anything he wants with your computer once he gets in. While you're at it, please change your Administrator password to anything apart from "Admin", "Administrator", and "password".
#2 Don't use single-user mode (i.e. automatic login)
So that when people visit, they can't go scouting around to see what you've been up to while you're not watching.
#3 Plan on losing it
Not everyone is mean. Make it possible for that good Samaritan to return your lost notebook to you; it can be as easy as just sticking your name-card on the underside. You might also want to offer a small reward for returning it.
#4 Encrypt it
Find some way to do some basic encryption. Most computers come installed with some basic product like FileVault (Mac) or BitLocker (Windows). If you never get it back, at least you can have some peace of mind to know that nobody is playing with your sensitive bits (of information).
That's it! Just four steps, enjoy your new computer!