As usual there is no single solution for 100 percent security, the 'best method' or the 'best program'. It's an AND situation. A combination of things to make it as safe as possible, just like you need more than one regcleaner to clean the registry properly. But rule one, PFW or not, always must be :
- Be careful, stay alert, and know what you are doing.
For the rest :
1) Don't use IE or OE unless you are forced to.
2) As was said here, close down all unnecessary win-services. If not sure, set it at "manual"
3) If using Sygate (like me) set it to 'block all' while you're doing a job off-line.
4) Avoid using the default win-things as much as possible, like 'My documents' or the path for 'downloaded files'.
5) Consider system-cleaning a thing to do on a regular basis, not only in case of an emergency.
6) Wipe unwanted mails already on the server, before loading the inbox of the mailclient. Open mails only off-line.
7) Disable the automatic opening of a mail-attachment. If in doubt, don't open the attachment with the mailclient, but do a 'save as' and use Lister to check the content of the file without risk.
I want to point out, that a PFW is not something to 'block' things, but to 'permit' things, assigned to certain applications.
Edit : I'm a strong opponent against the 'automatic updates', so I always have them disabled. They make all kinds of obscure connections, download things while you have no control over it whatsoever. I run 2K, so it's not very relevant for me, but with XP it's a never ending story i.m.o. If I want an update for my virusscanner, I prefer to choose the moment myself, without being disturbed on the wrong moment with some pop-up or action.
Check
this out about patching.