Software to protect your computer
As always, make sure your Windows system is up to date!
Microsoft Security Essentials. My suggestion for Windows usersAVG anti-virus, free edition AVG is another free one to look at as is Avira.For firewall protection, my personal opinion is if you are semi-smart about your web surfing habits then they built in firewalls for Windows XP or higher is good enough. If you feel that you need something more then look at either Comodo (which also includes an anti-virus program) or Webroot firewall
For anti-spyware, see Microsoft's Security Essentials above or Spybot Search and Destroy are good choices.
Finally, make sure your software is up to date by using Secunia's on-line scanner. You can also download a version to run locally on your computer.