if you feel that you are not very experienced user, you should really look for very good antivirus software, check the latest comparsion charts and choose one for yourself...great antiviruses are kaspersky, nod, avira, mcafee... also you should use some antispyware software, the best what I've met so far is that one from microsoft (but i don't remember its name).
most of modern antivirus softwares provide decent firewall, like nod v4, or if you want you can use another firewall software. but the best firewall you can probably get is a hardware one - a router. but if your internet connection doesn't require to have a router, it's pointless to buy one just to use it as a firewall...than check for some firewall software like zone alarm or something...mind your actions using it or you might end blocking even connection to your dns and you won't connect to any website or anywhere else.
use windows update - keep your system up to date and use latest service packs. one should not shy for using automatic updates
there's nothing wrong about it.
and use safe and latest versions of your web browser. you should really avoid using something older than IE8...or avoid using IE completely...
