yes tbh if your tech savy and know not to open dodgy looking files or think that the file your looking for is amazingly small in size and its an .exe/.pif or other extension that doesn't look familiar to you then don't open it. that's your Anti virus sorted out.
and the firewall in SP2 is quite good, not very user friendly (bearing in mind the average PC user doesn't know how to browse the programs folder) but it does the job.
I use zonealarm but i really liked avg antivirus and firewall when i was a tester for it
/ 
