Anti-Virus programs currently need to hook deep into the system to monitor every activity. More than one installed will almost always cause problems with only minimal gain in protection.

Anti-Virus ans Anti-Spyware programs should only be considered a second line of defense. The first is behavior. Don't open E-mail attachments, don't download or install software that you are not sure about the author, turn on automatic updates and don't visit potentialy malicious websites.

The safest way to use the internet on a Windows PC is in a virtual machine. What happens in the virtual machine environment can not cross over and affect the system running the virtual machine software.
To learn more:
Virtual machine - Wikipedia, the free encyclopedia

Virtual Machine programs:
Microsoft Virtual PC 2007
VMware: Virtualization, Virtual Machine & Virtual Server Consolidation - VMware
Virtual pc, virtual machine and multiple operating system solutions by Parallels, Inc.