1st and foremost: you must have ALL the OS patches installed and ALL the service packs applied.
Unless you have it that way, the bugs will come through, IRRESPECTIVE of your anti-virus program and your other surfing behaviour.
In my academic institution F-Secure (
www.f-secure.com) antivirus-firewall combination has the protection responsibility, also on the staff's home computers, and I can testify nothing comes through, with new virus database updates downloading often several times a day (But see above).