I use Lavasoft Personal Firewall, which is not free (~$30.). Nothing that is any good, is ever free. It comes with a free 30 day trial period and has already proven itself worth the money four or five times on phishing sites that I was redirected to. If there's something on the market that works well, I beleive you should support it rather then watch it "go away" for lack of support. Even Spybot S&D asks for donations which I have happily have contributed to. You guys need to remember that when you find a good program (just as you support SE) you need to support the product or it will disappear and there's just not enough good software producers left to just continue using freeware.
I will NEVER use any Norton or Symantec software products again. [img]/threads/images/Graemlins/Grenade.gif[/img]
You can get by with a good firewall and some spyware. You won't need much more than that to protect your computer. Like Fyron has mentioned, the XP firewall is useless other then a false sense of security it gives you (makes me feel all warm and fuzzy inside).
ALSO keeping your privacy/security settings for Firefox or Explorer to the high side will help. You can bring them down later for sites you know and trust.
Spyware S&D has a program called the 'Tea Timer" that protects entries to your registry without your premission. It is one of the best ways to protect your computer. You can't even install a new program without authorizing it to allow registry changes.