Hi Neruth
I'll say this, I am paranoid about my privacy.
I use the following to keep my PC free of unwanted intrusion and anything else that wants to screw it up.
1) Firewall - I use Norton Personal Firewall 2005, difficult and sometimes unwieldy but it works. Configure it properly and it will keep most things out.
2) Anti-Virus - I also use Norton Anti Virus 2005, this version now auto-scans tmp files created when surfing the web and those created by your windows apps.
3) Prevx Home V2.0 - This stops secret installations and your core system being tampered with.
http://www.prevx.com/prevxhome.asp
4) PeerGuardian 2 (beta 6) - When using LW (or LW Pro) your port 6343 is opened and all sorts of organisations come crawling in, PeerGuardian stops them. PG is an IP blocker and blocks these organisations (Government, domestic and foreign computer companies, US local and city councils, fake files services, etc.) at the IP level.
If you install this product, check the logs to see what I mean, you will be surprised at the amount and types of organisations coming into your PC along side you search results. In addition, I guarantee that you will never use LW again without using PG2.
http://methlabs.org/projects/
I also use Javacool's SpywareBlaster V3.4 and SpywareGuard V2.2.
http://www.javacoolsoftware.com/index.html
Well, I hope this helps in your quest to maintain your privacy.
UK Bob
PS. Remember, when you surf the web you can't hide your IP address.