Steve181, IMHO this is really an area where you should consider "paying" for protection. That way you can usually trust the vendor to keep the product up-to-date. I use Symantec's Norton Internet Security 2005 with my XP. I originally downloaded the product from the US site (using broadband!!) and this was much cheaper than buying it in the UK. OK, you don't get the CD, but you can download again if you have any problems. Also worth keeping the download on a backup CD, just in case!
PC World, in the UK, occasionally has special offers on this product at half price. I am sure you have an equivalent in NZ.
Good luck!