Personally, I just go for the free AV programs like Microsoft's Security Essentials or Avast. There are a couple of others as well, the names just elude me at the moment.

In any event, the error messages from IE could be from a lot of different things, but probably malware, and no AV program or firewall would have protected you from yourself when you were scammed. For future reference to anyone reading this, Microsoft, Dell, and large companies like that will not cold call you about some alleged issue with your computer. So anyone claiming to call on behalf of those companies is trying to scam you.

Finally, taking advice from someone at Best Buy is dicey at the best of times. There are some people who will work there that have a clue, but even then, they're told to push these software packages that, as luck would have it, are sold right there in the store! Someone who is both skilled and ethical will rarely make it for very long at a place like Best Buy, Fry's, or wherever. You might get someone who is skilled, but will sell you a bunch of completely worthless software in order to make a couple dollars commission for themselves. More likely than that, is someone who has the technical aptitude, no offense, only marginally higher than yours.