I use several barriers:
A router with its own firewall & network address translation.
Zonealarm on every PC as a secondary firewall. I think I might have WinXPs firewall active as well although I don't tend to put much faith in M$ security products.
AVG + Ad-aware + Spybot S&D. I run Ad-aware & Spybot manually from time to time.
And finally I don't use M$ IE, using Opera instead.