I have Zone Alarm with Antivirus.
You can enable ZA so it
asks you if you want to accept a program or not, unlike Windows Firewall.
Example: You download a virus by accident. ZoneAlarm will alert you if you want to allow the program to run or not. On this accasion you would click decline.
Zone Alarm has also got E-mail protection (if you use Outlook, Outlook express)
If you get it with AntiVirus... then.... you can search your pc for viruses
Hope that helps.