"Anti-virus" is protective software designed to defend your computer against malicious software. In order to be an effective defense, your antivirus software needs to run in the background at all times, and should be kept updated so it recognizes new versions of malicious software.
Two popular antivirus software programs are Norton and McAfee.

Here are two excellent FREE antivirus software programs:

AVG Free edition
http://free.grisoft.com/doc/download-free-anti-virus/us/frt/0

Comodo
http://antivirus.comodo.com/

A firewall is the primary method for keeping a computer secure from intruders. A firewall allows or blocks traffic into and out of a private network or the user's computer. Firewalls are widely used to give users secure access to the Internet as well as to separate a company's public Web server from its internal network. Firewalls are also used to keep internal network segments secure; for example, the accounting network might be vulnerable to snooping from within the enterprise.
In the home, a personal firewall usually comes pre-installed on the user's computer (called Windows Firewall).

Here are two excellent FREE firewall software programs:

ZoneAlarm
http://www.zonealarm.com/store/content/catalog/products/sku_list_za.jsp

Comodo
http://www.personalfirewall.comodo.com/download_firewall.html

Spyware is computer software that is installed secretly on a personal computer to intercept or take partial control over the user's interaction with the computer, without the user's informed consent.
The term adware frequently refers to any software which displays advertisements, whether or not the user has consented.

Here are two excellent FREE programs to eliminate spyware or adware:

Spybot - Search & Destroy
http://www.safer-networking.org/en/download/index.html

Ad-Aware
http://www.lavasoftusa.com/products/ad_aware_free.php