Is what we use around here.
http://www.sophos.com
Bill kinda took the ball and ran out of the stadium with it.
Windows has a firewall, use it. So does any home/SOHO router that you stick on the cable, DLS, etc. By default they are all reasonably secure - meaning, they will prevent an outside connection from hitting your PC unless you first initiate a connection. That's all you need. Let 'em scan as will, so what. My firewall here at the university kicks about 80,000 connection attempts per day.
To simply what Bill said, if you run wireless at the house use the encryption WPA-Personal at least, or better. To further secure your wireless and/or router, make the router remember the MAC address of all the computers that use the router and limit allowed connections to just those computers. Change the admin password on the router, disable any "guest" accounts and don't bother turning off the SSID broadcast (I can still see it anyway).
All the SOHO routers use what's called NAT - Network Address Translation - meaning, the router gets an address from your service provider and gives your PC on the inside a special internal address. That lets the router control the traffic flowing in and out. Your inside address cannot be seen from the internet. Meaning - somebody may be able to "ping" or scan your router but they cannot do the same to the PC, unless you really tear down the default security.
You should set your browser to clear the cache after you shut down anyway, things on the net get stale pretty quick.
As for banking or shopping - make sure the browser shows a "lock" that indicates the connection is secure. And never, ever, ever, ever use public (coffee shop, bookstore, hotel, etc) wireless for business of any kind unless you can set up a secure VPN tunnel to somewhere first. If no VPN is available, limit your web experience to fun stuff like fordfe.com and porn.
1967 Falcon 4 door 351C-4V
1970 Mustang 351C-2V
http://raceabilene.com/kelly/hotrod
Owner built, owner abused.