Do not go on the net without a firewall.
Your uninfected pc will last, as such, for an average of 20 minutes according to the lastest stats.
If you have SP1 it has a firewall, turned off by default, that you can use while downloading the programs you'll need.
SP2 has a more powerful firewall turned on by default and a general security center which, depending on your views, is or isn't just so much window dressing.
SP2 broke several older programs when first released since then the publishers have updated.
If you run into trouble with it the first thing to do is go find any updates for the programs that are having problems.
I use the free ZoneAlarm firewall and Grisoft's AVG, a free anti-virus program.
I have these programs to stop spyware : Adaware, Spybot Search & Destroy, Micorsoft Anti-Spyware, and Spyware Blaster.
I've used Firebird and Thunderbird for the last year.
You need SP2 and you need the security updates that Microsoft has been releasing since 9/04.
I use automatic update and I have it set to ask me before it downloads or installs anything since I'm the picky type and not all updates are security updates.
Nothing wrong with being a noob, we've all been there.