In addition to a firewall you must have full time (active) virus protection and full time spyware protection.
All the following programs are free.
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Full Time (Active) Virus Protection
If you do not have active virus protection, install only one. All are excellent.
Try AVG first.
AVG Antivirus 7.5 Free Edition
http://free.grisoft.com/freeweb.php/doc/avg-anti-virus-free/lng/us/tpl/v5
http://www.download.com/AVG-Anti-Virus-Free-Edition/3000-2239_4-10669237.html?tag=lst-0-1
or
Free antivirus - avast! 4 Home Edition
http://www.avast.com/eng/avast_4_home.html
or
AOL Active Virus Shield (powered by Kaspersky)
http://www.activevirusshield.com/antivirus/freeav/index.adp
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Full Time (Active) Spyware Protection
Windows Defender
http://www.microsoft.com/athome/security/spyware/software/default.mspx
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Install the following five programs and run weekly or at least monthly. You need all five. They will greatly increase your protection. They are not a substitute for full time spyware and virus protection.
Ad-Aware SE Personal (update + full scan)
http://www.lavasoftusa.com/products/ad-aware_se_personal.php
Spybot Search & Destroy (update + immunize + scan)
Do not enable Tea Timer and SDHelper
After installation: update + scan + immunize
http://www.safer-networking.org/en/mirrors/index.html
SpywareBlaster: Update then open and click “enable all protection”.
http://www.javacoolsoftware.com/spywareblaster.html
SUPERAntiSpyware free version: (update + scan)
http://www.superantispyware.com/
CCleaner: Do not install toolbar option
Removes tracking cookies, unneeded files, history
In options.
Set to run when computer starts.
Place cookies you want to keep in save list
http://www.ccleaner.com/
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Additional run this time and monthly.
Microsoft Update "Custom Mode" install everything
http://update.microsoft.com/microsoftupdate/v6/default.aspx?ln=en-us
Microsoft OneCare Live, run “full service scan”
Updates windows, virus and spyware scan, disk cleanup, disk fragmentation (if needed), backs up registry and then cleans registry, and checks for open firewall ports
http://onecare.live.com/site/en-us/default.htm
Malicious Software Removal Tool (run “full scan”)
http://www.microsoft.com/security/malwareremove/default.mspx
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Online Free Scanners:
Run Trend Micro, Kaspersky, and Panda Scan now.
Run a different one each month.
Trend Micro: HouseCall Free Scan (removes what it finds)
http://housecall.trendmicro.com/
BitDefender Online Scanner http://www.bitdefender.com/scan8/ie.html
Kaspersky Labs Online Scanner http://www.kaspersky.com/virusscanner
McAfee http://us.mcafee.com/root/mfs/default.asp?affid=294
Panda ActiveScan Free Online Scanner http://www.pandasoftware.com/products/activescan?
Symantic Online Scanner http://security.symantec.com/sscv6/ssc_eula.asp?langid=ie&venid=sym&plfid=23&pkj=ALUFRHYTINMHDKDCWLL&vc_scanstate=2