Use
Proxomitron and
Mozilla Firefox (don't listen to David about his "feel" of Firefox, he is just silly

) in tandem and your browsing will be very safe.
Get
Ad-Aware (there is a free Version that scans only, doesn't offer constant protection) and
Spybot Search and Destroy to remove crap from your system. They each catch things that the other misses. Sbybot has a handy immunize feature that is supposed to help prevent some things from getting installed in the first place.