What you want is a firewall. I think winxp has one embedded in it?

if you want a proper virus scanner though (dunno about it as a firewall) you could get the free version of AVG. Spybot is an adware remover :o

or you could try browsing the internet more intelligently. Don't open emails with formats that aren't obvious (pif, src, exe any?) don't go to sites that have a ton of popups (or use a popup blocker, or a browser that has one embedded)