I have two questions:

The first is concerning firewalls. I naively thought the firewall on XP was sufficient, however reading threads on this forum I can see that it is not recommended. Which firewall do you think I should use that will not clash with my other security progs (adaware, spywareblaster and spy bot as recommended on here!! ). I had though perhaps the sygate one, but numerous are mentioned.

The second question is Java updates. I was under the impression that java is as bad as active x, which you should not allow to download etc. My computer continually asks me to update my java, but I am wondering whether I should be or not?

Please help!!

Thanks for a great forum by the way, I am learning lots already

All of the free firewalls mentioned here, should provide you with adequate protestion.
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None of them will conflict with your other security programs.
The 2 most recommended are Sygate, and Zone Alarm.
Try them both (running only 1, at a time), and see which you prefer.
It's really more of a personal choice about, which one you're more comfortable working with.

You should keep your Java updated to the newest version.
Java is not a bad thing, but it can be used for bad things.
If it's not kept updated, it could become vulnerable to malicious code, which could compromise your machine.
The same holds true for ActiveX controls, there's both good, and bad.
An example of a good ActiveX control, is the one that some online virus scanners have to download in order to scan your computer.