Hi curcat. I hope you and roddy don't mind me "butting in".
There are various types of viruses, and the term virus is used either to denote a virus, (something which carries an infection into a computer), or "everything" that installs on your computer without your knowledge or agreement and which then proceeds to do it's job which generally is not want you want it to do.
Viruses, defined as above,
Adware, places adverts on your computer
Spyware, spies on how you use your computer,
Trojans, you think they are something, but they are something else,
Worms, tunnel into your computer and wreak havock,
Hackers, given the chance will steal information from you or use your computer for their own benefit.
You say you have McAfee firewall and Anti-Virus, (AV), and also Ad-Aware. These are very good, but with the AV and Ad-Aware you need to make sure their definitions are kept up to date and that you scan your computer regularly. The firewall is good at prventing hackers into or even seeing your computer. The AV can be used to scan any files, programs, images that you download from the internet or from CD's or email's to make sure they are virus free, and Ad-Aware is very good at cleaning out these pop-up ads, that people suffer from.
But Spyware and Trojans can still be a problem, and so you should consider some anti-spyware programs as well as the protection you already have. You say that you have read these forums, so I will not try and influence you on what you should use. I think you will see which ones are more popular than others.
With SP2, the Windows Firewall is much better than the Internet Firewall that XP had before SP2, and SP2 introduces a Security Centre that checks whether your firewall, (whether windows or other), is on, and whether you have any AV protection.
But general opinion is that, even though it is better, it is still not as good as third party firewalls such as McAfee, or Nortons, or Sygate, or ZoneAlarm, and you would still need an AV even if you used the Windows Firewall.
The Windows Firewall helps people who have no protection to be better protected.
If you do not intend renewing your McAfee subscription, then you may want to consider separate programs for each type of protection needed, ie a separate firewall, separate AV, and the Ad-aware you already have, and also of course, additional anti-spware programs.
Good luck. I'm sure roddy will have comments to make as well.