I've used Trend Micro PCcillin, switched to other brands, and keep going back to it and now have PCcillin2003 which comes with a kind of mickey mouse firewall that I don't recommend. By the way, if anybody has pccillin 2000 or 2002, they can get a free download upgrade to 2003. PCcillin just works on my machine and whenever I've gone back, I've found bugs that the others, including KAV, missed.

As for removing anything from the registry, speaking from experience and more than one disaster, be very careful. The suggestion that you get a good firewall with outbound as well as inbound is a good one. That way you can block anything you don't want leaving and be able to tell where it's going. ZA is good, as is Sygate and Kerio. Outpost is great unless you have a home network (it doesn't support ICS in its current version).