best firewall is windows, followed by using a host file, download hostman or go get mvp host file copy and paste the contents of that host file in c:\windows\system32\drivers\ext\host.
Or you can grab hostman which is a really good way to build your host file. I can say that this is really the best security followed with the know how of wireshark, since becoming a pro at decoding systems security, other terms hacker. I've come to know the people that cause these worries of malware and even gone out of the way and made direct phone calls to the source of a website that was hosting malware. Example of such site is softpidia, PCworld, and even tomshardware. they use xiti which in my opinion has no right to install a tracking cookie of anykind.
So grap yourself hostman, build your hostfile and your worries will be gone, however if you download stuff from a website you still have to check the file out, a good way is by going to Mcfee website and do a online scan of that file.
Anti-virus programs too me are useless I've seen just as many people complain that they are infected and were using the top of the line virus scanner, even better complaint is how the virus program is slowing down their machines.
When all a person really has to do is build the host file up, that host file ain't something new 95/98/xp/vista all install a host file its just most pep did not know that or did not know how to use it.