If you want a secure machine, short of installing a hardware router/firewall, here's what you do:
1. Install a software firewall such as ZoneAlarm (
http://www.zonelabs.com). I have used this firewall for years and have had no problems with popups.
2. Install a virus scanner (such as AVG, mentioned above), and *keep the virus definition files up to date*. If you don't keep these up to date, your virus scanner is next to useless.
3. Put on all the latest updates provided by Microsoft at the Windows Update website. It's best to set up your machine to automatically check for updates and notify you when they're available, because doing these in a timely manner is extremely important.
If you do these three things and harm comes your way, then you are very unlucky. If you fail to do one or more of these things and no harm comes your way, then the only explanation for it is that you got lucky.