It depends on how user use the system. No matter how much tools we have.. security should comes from the user.
There are several risks on the net - from malware to account hijacking.
Protect/Guard/Monitor your tools too because some malware can bypass and disable the security tools.
See Security Checklist at http://www.microsoft.com/technet/prodtechnol/winxppro/maintain/sct/scthch07.mspx