I don't know if its possible, and I'm sure some people would not want it (so make it on/off switchable) but how about a filter, along the same lines as the IWF filter, that blocks people from accessing sites which are known to contain just trojans and virii and other nasty stuff which may harm ones computer?
One example would be the flashplayer which contains a virus that steals login information, it's currently hosted on a site which I won't link to, but if that was stuck in a database on PN's site and anyone got the "you need the latest version of flash player" warning, even though you have the latest version, you could click on the link (if you were not really all that aware that clicking links is bad) and PN itself would block the website, would that be possible?
It could also be used to add known phishing sites, kind of adding an extra layer of protection.
I use Kaspersky, and I tend not to visit sites which may harm my computer, but even with these things I'd love an extra layer of protection.