Most of what you are looking for is in previous threads, but here goes anyhow:

AV: http://www.kaspersky.com/
FW: get a 486, install *nix, or if you need software, ZA is pretty good.
Compression: YARC and WinRAR
Tweaking: Come on now, you should know about TweakUI, or do the tweaks yerself: http://www.onecomputerguy.com/

Do check out other threads, you'll have more than you can handle.

Regards.