That is a good question, and business-sensitive data particularly needs to be protected. The best protection would be to have the data on a single PC that is not connected to any network (including the internet). Alternatively, you could store the data on an encrypted USB pen drive - you would be able to remove that when surfing, for added security.
BUT.
Provided you take suitable precautions when browsing (up to date, reputable virus-checker, anti-spyware software, correctly configured firewall and file and printer sharing turned off unless you really need it) you don't really need to worry so much about this. NO security is perfect (someone could after all steal the computer/external hard drive); you just do the best you can.