I run Kaspersky Anti-Virus 6.
Firewalls-
The native fw in Windows XP Pro (that only filters the inbound side)
plus there's a firewall in the Westell DSL modem (only filters the outbound side)
plus there's a nat firewall with SPI in the D-Link router between the modem and the computer.
So that's a 3-firewall stack.
But if an infected file
is something you requested, by clicking a link or whatever, the infection it carries may slide on through, but only to smash into a solid granite wall called Kaspersky. For me, nothing ever survived it's way past Kaspersky. On occasion I do hear it's hilarious pig squeal alarm.
It also helps to update your Hosts file every 2 weeks,
Link, plus daily runs of Ad-Aware and Spybot S&D.
<div class="FTQUOTE"><begin quote>-from Syringer
a) I'm a much less likely target for such an attack. </end quote></div>
You as an individual don't have to be "targeted" for attack.
The infections proliferate mindlessly & automatically through contacts lists, in web sites, embedded in pictures, etc.
Better you turn on your Windows firewall at barest minimum.