I use Grisoft AVG for anti virus, Blue Coat K9 Web Protection for internet filtering, and Microsoft Defender for anti spyware, adware, etc.If you're really paranoid and don't ever want to get infected again via the Internet, download and install VMWare Player and then the Ubuntu-based browser appliance to run within it.Didn't pay dime for any of them and they work great. For firewall protection, I rely on the standard Windows XP firewall along with my broadband router's firewall. I travel a lot and have to get on hotel networks and such, so I'm looking at using either Kerio Firewall or Checkpoint Zone Alarm for better protection when I'm on the road.
I've had to remove a lot of the commercial security suites from my own computers and those of my relatives who rely on me for computer support because they mess of the systems and make them operate very slowly. I just bought two notebook computers and had to remove the default installed commercial apps because they slowed things down too much. Same goes for a notebook my father-in-law purchased. He had one of the security suites and it basically rendered his notebook unusable.
The commercial security apps are expensive, require annual subscriptions but bog down your system while not offering hardly any better protection than the free stuff.
Thanks for the links; I didn't realize there was a free VM available for XP. I have no security problems with XP on the systems I maintain, but I have tried in the past to give Linux a chance out of curiosity. The VMware looks like a good way to play with a few different builds without all the headaches that have kept me from trying anything useful from a LiveCD.
This is my first post ever from Ubuntu (via VMware)! :-p