Today i seem to have a problem with my system.i have a little yellow triangle with an exclamation mark inside on my toolbar which keeps saying Windows antivirus - Windows has detected spyware infection. Click here to protect your system.
Not had a problem since I installed AVG. Everyone said at work I had to install Norton as I use my craptop at work, but I stuck with AVG and glad I have.
I'd go with Antivir since it is less intrusive and has an option for scanning while reading and/or writing files. As for the firewall protection, I only use the Windows Firewall which protects you from inbound attacks only. If you are very concerned about security you can use a free firewall product like Sygate Personal Firewall in order to be able to control both inbound and outbound tcp traffic. I wouldn't recommend ZoneAlarm or Norton... both of them are just an overkill for your system.
You could also give Spyware Terminator a try. It is real-time protection, good for virus, spyware, and hidden/unknown changes to your pcs. (Not for MAC owners)