Combine AVG with Zone Alarm Pro, and you're locked down as near to 100% as is possible today.
Give these 4 programs a try they work pretty well togeather and they are all free
Free antivirus - avast! 4 Home Edition This is nice lots of features, you may need to add port 12080 to the Webshield application just use a "comma" it will look like this (80,12080) when you have it right, turn all to high :)
PC Tools Firewall Plus 1.0.0.9 Nice easy to use
a-squared (a²) Free edition 2.1.0.12
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Windows Defender This is nice to have also....