"Snoopy": I don't know a free combination of spyware/antivirus/firewall, I use avg free for antivirus and anti-spyware(http://free.grisoft.com/doc/1). As a firewall I used Sygate, but during the search for an english download page I got informed that Symantec bought Sygate and stopped serving updates, so I might consider going back to Zone Alarm (http://www.zonelabs.com/store/content/company/products/trial_zaFamily/trial_zaFamily.jsp), also I didn't really like it..
(hide) If you don't want other users to know what you are doing you can change into cloak mode in Settings (paying members only). (pauloaguia) (show all tips)