On the subject of protection software Microsoft recently rolled out their own anti-virus/malware program and it comes rather well rated.
http://www.microsoft.com/Security_Essentials/
Also if your tinfoil hat needs a few extra layers give Peerblock a try.
http://www.peerblock.com/
From their site: "PeerBlock lets you control who your computer "talks to" on the Internet. By selecting appropriate lists of "known bad" computers, you can block communication with advertising or spyware oriented servers, computers monitoring your p2p activities, computers which have been "hacked", even entire countries! They can't get in to your computer, and your computer won't try to send them anything either.
And best of all, it's free!"
While the IP lists peerblock uses aren't perfect they are a good addition to ones protection suite.
As for Mozilla addons, I'll give my recomendation as well to Ad-Block and Noscript.