My dear half and I have also been saved by McAfee on quite a few occasions, too.
Active Shield does seem to slow some of the systems down, but luckily it seems to be fine on mine. Besides, even if it slows it down a little, I would rather have the protection than not. I set the programme checks for updates once a day at set time, when I am most likely to be online.
I belive you can do a one month free trial of McAfee Clinic.
Another thing you should do if you are on Internet Explorer, is to upgrade Internet Explorer/Outlook Express to Version 5.5, or install the security patch.