You should really define what "sniffing" means. There are many uses of that term, in relation to computers, so recommending anything is pretty pointless, unless I know what you're looking for. If you're looking for something to protect from USB infections, find an antivirus that has built-in USB protection. You really can't protect from all USB infections (namely flash memory infections), so keep that in mind.
The term is also used for keylogging software. If you're trying to prevent that, there are two methods to bypass this method. One is to install an AV software that actively seeks out keyloggers; and the other is to use a virtual keyboard (which you can find in the Windows Accessibility options). Those are the two most basic options for such a thing.
There's also the use of this term for sniffing wifi packets. Can you protect this from happening? Not that I'm aware of. Sure, you can encrypt network traffic; however, you can't hide your traffic from being sniffed out. If you send enough encrypted traffic wirelessly, then it helps the person sniffing your packets to decrypt your encryption key (check out youtube for demonstrations of BackTrack to get an idea of what I'm talking about).
Hopefully that helped a little bit?