I too agree with the advice you have already been given.

Just to add a few more options....

get an old old PC with a little Ram, a small Hard drive, a hardware modem, and a nic...

visit Smoothwall {dot}org
Download, burn the iso, and install this on teh old pc. Its not a sure bet, but its free and if you follow their instructions to a T, Installation is pretty easy. Some of the features of the firewall are pretty good as well.

I know this is not a windows based firewall, and therefore probably does not help you a whole lot, but it is a reliable solution to the no firewall situation. It offers DHCP, PROXY, I have not extensively tested the ability of this firewall, however I have used it, and have installed it for a few customers, adn things have went rather well since.

You can also obtain AVG antivirus for free simply by clicking here and getting their free version

Then you can also visit the search gods and look for spybot search and destroy

Another wonderous solution would be Get Linux

but Unless you kow it it does take some time to learn...
If you are a Dedicated fan of Mr. Bill Screaming 46 billion in reserves and counting You may not enjoy the switch to Linux. As my system information will reflect, I am on a windows box right now. But I have my *nix boxes both right here beside me as well.

For some other alternatives... check out the site that has publicly declared its love for microsoft

I know I really did nto contribute anything here that was not already said, but I remember when I got my first computer.... Oh boy what a joy that was for anyone who had a clue....lol...
Today things are a bit different...