Not sure about spyware protection, just use firefox, and run Spybot S&D here and there for piece of mind. I'm not an expert on either subject.
firefox will help cut down on spyware the most though for sureunless your a real experinced computer user, i wouldnt go near firewallsthey can be a huge headache, not worth the effort to setup at all
how i stay safe from that shit: dont look at porn. dont use antispyware shit. i cant say im truly safe, but also havent been seeing any weird shit on my machine.