I recommend getting Ad-Aware by Lavasoft. It gets rid of tracking bugs that screw with your computer and slow it down, both connection speed to internet, and physical memory. Update it daily to make sure it has the newest list of “bugs”. I’ve run it daily and found 30+ bugs on my computer tracking where I go and selling it to advertisers. My Aunt’s computer got bogged down to where it would barely run, and I ran Ad-Aware on it and found THOUSANDS of bugs. They have a free version, or you can pay like $30 for the registered one, and it will actively block the bugs before they get on your computer.

For a firewall, I like Zone Alarm, you might check them out too.