This is what works for me
1) Most important: Automatic Windows updates or frequent updates
2) Any AV frequently updated - all av software has problems - so once a week housecall.trendmicro.com + Macfee's Stinger tool
3) Adaware & Spybot - Note Adaware has a problem with spyware already loaded at startup, so check startup files with msconfig
4) Zone alarm properly configured