To the guy (Xcuse) who said he doesn't have anti virus and doesn't get any problems.
The obvious question would be how would you know you don't have any malware on your machine ?
Do you think malware is going to show any obvious symptoms?
Most of the current infections give you very few clues to their existence.
Many are trojans that install hidden applications to allow people to use your machine as part of a DOS attack botnet or as a relay for Spam email. Unless you are keeping a close eye on you network traffic, how would you know if your machine had one of these types of infection?
There are many other things such hidden keyloggers that will steal your personal details and passwords, and having done some testing with various free tools such as SPybot etc.. I can tell you they don't find some of the keyloggers once they are installed.
I would never suggest you run an internet connected PC without decent protection.
I would liken it to living in a crime ridden tough part of a city with a Neon sign above your unlocked door saying please enter and do what you like.
My recommendation would be to pay for a decent security suite. My personal preference is for Eset Smart Security or Avira.
If I was going for a free one I would choose AVG or Avira, and if you set them up correctly none of them should interrupt your gaming sessions.
For free tools to help get rid of infections I would recommend MalwareBytes anti malware
http://www.malwarebytes.org/
and SuperAntispyware
http://www.superantispyware.com/ but bear in mind the free versions do not proactively protect you, they just enable you to find and sometimes remove infections you already have.