Another handy tool is the Ultimate Boot CD:
http://www.ultimatebootcd.com/
It's a compilation of numerous utilities that exist on bootable floppies that have all been put on one bootable cd(eg. virtually all the hard drive diagnostic utilities from the main manufacturers are included). It was designed for those that don't have a floppy drive. You select what tool you want from a menu that comes up when you boot the cd.
Many of the utilities mentioned above are also included.
Also, sygate personal firewall is excellent and free:
http://smb.sygate.com/products/spf_standard.htm