A good protection set-up is MSE and a 'Real-Time' add on like, Emsisoft antimalware using WIN7 firewall. It's simple and free (except $17.00 for Emsisoft) and will block close to 99% malware/viruses. We have been to 'R' and XXX rated sites and MSE and Emsisoft caught all of the them.
Since we did this we added HitMan Pro and Tiny Wall. We tried many set-ups, Avast, Norton, Comodo.... etc and figured out the people who test MSE just post the malware MSE caught, but when testing OTHER anti-virus software the testers add their 'False Positives' to the total to boost the total
Oh well, MSE isn't that bad, maybe not the best or biggest with all the fluff, but using just WIN7 firewall, Explorer 10 and an add-on with MSE will keep you safe.