Check out AVG from grisoft.com Even the free version is good. Also NOD32 from eset.com. Not free, but excellent protection, low overhead. We used to recommend Norton cause it was cheap & readily available, but it's turned into bloatware. Slows your computer -way- down & reportedly includes ads for itself / other Symantec products. A security product with built-in adware? NFW.
As sorta alluded to in another post, you should be behind a hardware firewall such as that implemented in the Linksys WRT-54GL. This holds even if you only have one PC. An overly-simple explanation is that the router presents its own IP address to the outside world, hiding your computer(s) from direct exposure. There's more to it but unless you're a geek, who gives a shit.
Note that the 'L' in the model designation stands for Linux. Older versions were called the WRT54G; you might still find 'em around. The newer cheaper version without the L doesn't run Linux as it's own operating system & is not what you want. BestBuy stocks the good one, web price is about $70, so in-store's probly a little more.
If you want to dig deeper, go to http://windowssecrets.com/comp/060810/
(most recent full issue). Scope out the Security Baseline. Brian Livingston has written about Windoze since the 3.X days (the early 1990's). He knows his stuff & shoots straight.
At least one answer you've already gotten resembles MicroSnot support: Technically correct but completely useless. Saying "I run a Linux box" doesn't do jack for an end user who just wants to protect his stuff.
(owns a computer business supporting commercial users all over the CONUS)