I would highly reccomend Zone Alarm free firewall. Its one of the best I have came across , it warns you when a program is even looking for access to your hardrive in a certain location and you have the option to alllow or deny that program from gaining access to your hardrive. Every program you run it asks you do you want let the program have internet access. I would run that along side a free anti virus and you should be grand.
After a few months of using the free firewall I got an email of Zone alarm with a promotion offer called "back 2 school offer" haha. Anyway they offered me a 3 user licence of professional anti virus and professional firewall for $8 reduced from $70....I couldnt say no to that haha