[Saintly]

I allways recommend to my users a minimum of
a) a firewall. Zonealarm is good and you don't identify each site that is good or bad. the free version is fine in this case. A hardware firewall has the potential of being safer but it will take a little bit more smarts from the user to configure it correctly. the new sp2 for WinXP will also have some big improvements for the firewall part.. stay tuned.
b) virus protection. allways running, i recomend mcafee virus scan as i think nortons is less than effective and a pain to use with an outbreak. check for updates every day, mine checks every night at 5am.
c) patches. make sure that you are up to date with all of microsofts patches.. many viruses are made to take advantage of systems that are not patched.
d) anti spywhare. ad aware and spybot: search and destroy are both good and free. working together they are effective but they need to be updated and run often (every 1 or 2 weeks). the next version of mcafee enterprise virus scan will have anti spy detection.

cover these basics and you should be safe.