I use and recomment ZoneAlarm - find it here:
http://www.zonelabs.com
You have to dig for the freeware version but it is worth it.
I recommend the following freeware protections:
Anti-virus:
http://www.grisoft.com/doc/1
AVG
Anti-spyware:
Here I am a fanatic and use 2 freeware programs - well actually four of them but I will get to that - they each work somewhat differently and thus catch different 'bots.
This is SpyBot - Search and destroy:
http://www.safer-networking.org/en/home/index.html
This is Ad-Aware from LavaSoft - stick with the freeware version:
http://www.lavasoft.com/
The previous need to be run manually - from desktop icon.
The next 2 kind of sit and protect your browser from being taken over (my browser is FireFox at www.firefox.com)SpyWare blaster and Spyware guard are both by the same company and can be found here:
http://www.javacoolsoftware.com/products.html
Many of these are accept donations! I donate via PayPal - none of them use crippled versions as freeware and none of them have annoying naggers.
When setting up ZoneAlarm turn off the event alerts - there are a lot of programs out there that probe computer ports and you don't need to know that they did not get through. ZA checks both incoming and outgoing programs so at first it will prompt you when an attempt at either is made, if you recognize it you can allow it permanently (email, browser, Acrobat Reader and so on) and you can also block things permanently.
Well, I hope I did not overload you!
I hope this helps,
GrimJack
Rodger Coghlan, February 2006