There's also Panda Software's TruPrevent, an add on to existing AV software that stops unknown viruses with a behavioral algorithm; Bluetack's Protowall, which is a sort of filtering packet wall; Pivx's Qwik Fix, which is a host prevention software that hardens Windows against attacks by dealing with vulnerabilities at the root even there is no Microsoft patch for it; System Safety Monitor, which is a process guard that makes sure you have authorized programs to run on Windows - and there's Winpatrol which prevents unauthorized changes to your startup programs and also locks down the Hosts File against uwanted changes. The ultimate in security software is I.E Spy-ad, which adds a long list of malicious websites to the Restricted Sites domain of Internet Explorer so they can't exploit Windows' flaws to push ads or unwanted spyware on your computer without your knowledge. And of course as mentioned in this thread, use Mozilla Firefox as your browser whenever possible. Happy and Safe Computing!
Everything I listed is free. :)