:thumbsup: These have already been mentioned before in this thread, but here's the direct links to some of the software already mentioned. If you're new at browsing (or an old hand without them), make sure you're protected:
Zone Alarm (Free or Pro firewall)
I use the Pro version (paid), but the free version's much the same without a privacy guard. The site also offers a free online spyware scan - very useful.
Premium Link
Upgrade
AVG (Free or Pro Anti Virus)
If you're after the free version, look down the left hand column.
Premium Link
Upgrade
Spybot - Search And Destroy
Scan your computer for infection, 'immunize' Internet Explorer and more.
Premium Link
Upgrade
Panda Online Antivirus Scan
Useful if your own Antivirus software's been hit
Premium Link
Upgrade
Pest Patrol Online or Purchase
Does offer a free online scan (top right)
Premium Link
Upgrade
Only other tip is to keep your operating system up to date. I run XP, patched to Service Pack 2, and this includes a pop up blocker and active x protection. A lot of hacks are only based on old security flaws, so update now and stop them getting through.