Real-time protection:
Are you using ESET OR NIS OR MBAM as real-time protection?
Additional browser protection:
endejan suggested a few good add-ons that you can add to your security config : LastPass and WOT.
Other add-ons that you might want to try :
Ghostery (Free) -
link
Ghostery is your window into the invisible web – tags, web bugs, pixels and beacons that are included on web pages in order to get an idea of your online behavior.
Ghostery tracks the trackers and gives you a roll-call of the ad networks, behavioral data providers, web publishers, and other companies interested in your activity.
You can read
here a review on Ghostery
Extra protection :
endejan already mentioned EMET, which provides users with the ability to deploy security features built into Windows to arbitrary applications. This helps prevent vulnerabilities in those applications from successfully being exploited. DEP, SEHOP and ASLR are such security features, if you want to learn more about what they do, you can watch this
video from Microsoft TechCenter. To configure EMET you should follow this
guide by rationallyPARANOID.
I would also like to mention one very important layer of protection :
Virtualization.
It's very important that you understand how it works and how to use a virtualization software because this type of program can dramatically increase your overall protection.
Virtualization:
Sandboxie (Free/Paid) -
link
Sandboxie runs your programs in an isolated space which prevents them from making permanent changes to other programs and data in your computer.
More details -
link
OR
BufferZone Pro (Free) -
link
BufferZone creates an isolated environment called the Virtual Zone. The Virtual Zone "buffers" your PC from all forms of known or unknown attacks that originate from the Internet and external devices. All of your private information is secured in a trusted and separated environment.
More details -
link