Firewalls filter incoming and outgoing communications. Antivirus programs scan files on the computer for any sort of hidden and potentially destructive payload. Spyware cleanup programs get rid of programs that aren't quite a virus/worm/trojan, but are generally loathsome.
Each one performs a different task for a different purpose. Of course the last one, spyware removal, can basically be eliminated with careful program selection. Including selecting NOT to use Outlook Express and Internet Explorer. By and large, it doesn't matter what you use to replace them with -- so long as you don't just get a different program that uses the IE Trident rendering engine, it will likely improve your overall system security and vulnerability to spam, phishing attacks, email worms, and spyware.
if windows firewall is on.. does that means that the antivirus and anti spyware firewalls are disabled?
im not up on the bizzo. i have microsoft anti spyware and avast home antivirus.