I have AVG anti-virus, ZoneAlarm firewall, Spybot S&D, Ad-Aware SE Personal and SpywareBlaster installed on my computer...but I still don't feel safe, considering I didn't have any protection for so long.

I was wondering if there are any extra programs I should have to thoroughly clean and protect my PC?

A couple of more, that I use:

a² free - a complementary product to antivirus software which is specialized in protection against harmful software. Antivirus software often features an inadequate protection against Trojans, Dialers and Spyware. a² fills this gap.
SpywareGuard - A nice compliment to SpywareBlaster. This allows you the option to prevent downloads that contain bad active X controls.
IE-Spyad - adds a long list of sites and domains associated with known advertisers, marketers, and crapware pushers to the Restricted sites zone of Internet Explorer. Once you merge this list of sites and domains into the Registry, the web sites for these companies will not be able to use cookies, ActiveX controls, Java applets, or scripting to compromise your privacy or your PC while you surf the Net. Nor will they be able to use your browser to push unwanted pop-ups, cookies, or auto-installing programs on your PC.

And an alternate browser, instead of Internet Explorer:
Firefox - a highly customizable web browser, with tabbed browsing

Thanks. I downloaded a-squared. You don't think SpywareGuard will conflict with the other security programs I have installed?

Is there anything I can do to make A-squared Free scan faster?