AVG Free Edition contains resident, online and on-demand scanners.Windows do feature firewall (simple for Windows XP, better one featured in Windows Vista/7).
If you require a standalone firewall, you could consider purchasing AVG Internet Security or combining AVG Free Edition with a 3rd party firewall of your preference. If installing a 3rd party firewall, please make sure there are no resident anti-virus components active which may be conflicting with AVG.
Maybe others will share their preferred software and experience in this discussion.
Hope this helps.
What else do I need besides the free avg antivirus? I have been told I need a scanner(althought I thought AVG had one, a firewall(I thought windows had one), and some kind of online protection, right? And suggestions?