Here's a whole bunch of test programs to test just how well protected your PC is. Note that if your anti virus warns you about virus or malicious software it's cool as they are false alarms. The test programs always produce these kind of alarms from security software.
http://www.testmypcsecurity.com/index.html
How to use these test programs: Run the test and allow it to run(the program name) but if your security software pop subsequent messages block them.
If you are faring badly consider the available firewall
Here's the list of tested firewalls and their result and ranking
http://www.matousec.com/projects/fir...ge/results.php
I myself are using COMODO Internet Security Suite and very happy with it. And it's free too. It's ranked first among the other firewalls available out there.
Discussion of COMODO Internet Secuirty being ranked first:
http://forums.comodo.com/feedbackcom...-t37571.0.html