The best protection is BRAIN.EXE . I mean your brain inside your head.
If youbuild some rules and consequently apply them, you should have very few problems, I believe.
Rules like "don't open every e-mail attachment, no matter where it comes from and especially if you never asked someone to send attachments to you".
I never had any real problems in the last time because of this.
And of course I have a anti-virus program, a firewall and Ad-aware plus Spybot. I let them run on demand, and take the newest updates from their servers.
This is one of my "rules". <img src="/ubbthreads/images/graemlins/winkwink.gif" alt="" />