The best thing to do is get a standalone virus protection software. Then get a firewall/spyware software separately.
Norton has a great virus software, but all the other stuff that comes along with it sucks your system dry. Computer Associates has a pretty good consumer virus protection that is light weight and does a good job. It's a download from ca.com.
Depending on whether you are on cable or dsl, you may not need a firewall beyond what Microsoft has in WinXP or Vista. If you are behind a modem/router and
not just a modem alone, you don't really need an additional firewall. The router adds protection from hacking by placing you on a private network and not just hanging out on the Internet. A lot of the cable modems are just that, a modem. Your IP address is public to the Internet and as such, you are more likely to be attacked. If this is your situation, then I would recommend Zone Alarm.
Spyware can be thwarted with a combination of software packages. I recommend running SypBot with AdAware. Windows Defender can be thrown in as added protection if you think you need it.
Also, stop using Internet Explorer. Download Firefox or Opera. Both are really good Internet browsers and don't allow for ActiveX attacks like IE. You'll still need IE for some sites, but by and large Firefox and/or Opera will get you what you want and then some.
My biggest advice to you is to be careful where you surf. Also, don't open every email attachment that comes your way. Even if you know who it's from, don't open it straight from your email program. Save it to your harddrive, then scan it with your virus software. If it's clean, then open it. If it's not, delete it and call (or email) whomever sent it to you and let them know that they have a virus.
Sorry for the long post...
--Scott
PS This is what I do for a living...