Will be a good config once you replace McAfee, as for the firewall, here are a few I know of...
Online Armor - http://www.online-armor.com/products-online-armor-free.php
PC Tools Firewall - http://www.pctools.com/firewall/
ZoneAlarm - http://www.zonealarm.com/security/en-us/zonealarm-pc-security-free-firewall.htm
I'm not sure which one of these have HIPS since I never tried them, but I guess you can figure it out on your own
Also I still think you could use WOT, since it'll come in handy plenty of time., As for linux, it's pretty secure on it's own so no worries about that.