One needs several layers applications to maintain a secure computer.
1. A firewall
2. One resident Anti-virus with real-time protection
3. Several anti-spyware applications.
AmazingAndrew has linked to a list of free security applications that are used by your fellow Members.
Keeping these applications up-to-date, as well as making sure you install all MS critical patches is the first step. Understanding how to use your browser's default settings, reading any POP E-mails in plain text, and being extremely careful about what---and from whom---you download anything is a second step.
This
BC Tutorial is well worth reading, and makes recommendations that will help keep your computer secure:
http://www.bleepingcomputer.com/tutorials/tutorial82.htmlI hope this helps,
John