Your computer will need to protect itself against several layers of potential problems. IN order from most to least important are these programs:
Firewall: I use
http://www.zonealarm.com because it is free. This software prevents unauthorized programs from accessing the internet and unathorized internet users from accessing your computer. It is a lock on the door.
Anti-Spyware. I use I use
http://www.safer-networking.org/ because it is free. Anti-Spyware scans your computer for any mini programs running in the background that monitor your activity and create popups or search engine results based on your activity. This used to be a minor annoyance but so many sites have these programs ready to download to your computer that anti software is now a requirement. A firewall will not block these programs because they come through your browser.
Anti-Pop Up. I use
http://www.google.com and download their pop up blocker. It is free (can you tell yet I am a cheapskate?!?) and it does a pretty good job at stopping pop ups but is easy to set to allow pop ups when you need them.
Anti Trojan. Try
http://www.trojanscan.com/. It is free to scan but costs to clean your computer. Trojans are little programs maliciously placed on your machine that can watch/record your keystokes (think credit card and passwords) or use your computer to attack other computers.
Anti Virus. I use
http://www.trendmicro.com for free online scanning. If you don't have Broadband, then buy an anti virus software (norton, mcafee, trend) but beware some over install stuff that slows down your computer. Strangely enough, this is the least important computer protection tool. Why? Because you can only get a virus if a) your computer is not protected by a firewall and a malicious being puts it on your comptuer or b) you download a file or open an e-mail attachment with a virus included. Since this is something you can only give yourself, I figure it is going to be rarer if you take precations like not opening unknown e-mail, being careful when downloading.
Hope this helps!!!