Bill819,
In addition there's also Bazooka and Tauscan although Tauscan costs $29 USD it works pretty well.
What you REALLY need to do is invest a few dollars on a HARDWARE FIREWALL ROUTER (4 port is fine). Check to see if it has SPI (Statefull Packet Inspection) and whether it is upgradable (via downloads). This router connects between your modem and your computer. It has it's own address so basically your computer's address (MAC address) for all intents becomes "invisible" on the net.
Once you feel your computer is secure and you've cleaned out all the pesky "bugs" and varmits, go to
www.grc.com and click on SHIELDS UP. Let it "Probe" your ports and check out your machine. (it's completely safe). This guy really has it IN for the bad guys out there. If you've done everything right, his probing should report your computer as being in stealth mode or hidden while online ( a very good thing).
Lastly, I have several anti-everything programs like mentioned by KT and others AND I UPDATE ALL of the at least TWICE A WEEK! It only takes a few seconds. Remember, with all it's richness and resources, the internet can still be a dangerous place to snoop around. There are, on average 1,000 viruses (virii?) written worldwide every day! Fortunately only a few of these actually get released into the general population. Update early and often...protect yourself and consider investing in a backup drive for your most important files. Something like an external firewire hard drive that can hold your data AND can also be unplugged when not needed, eliminating the risk of being compromised by virus or hacker.
Be smart...be safe!