You can only have one Anti-virus, one firewall active. If you have more then one it will cause a conflict as they will find the other and think they are malware. Not to mention that it will case a slow down of the system.

You can have as many of the on demand (not real-time)anti-malware programs that you want. A host file like HPHosts can also help.

Also a sandboxing program like Sandboxie can help. you can run browse the web in the browser of choice. If you get anything that downloads without your knowledge it will be in the sandbox and it will not damage the system at all. That is unless you take it out of the sandbox if course. I still recommend that you have a firewall and an anti-virus program anyway.

Your best defense is yourself. While security programs can help it is the user who is the worst threat for there computer. There are rouges out there that looks like the legit program. Avira Antivir is one program that has a rouge look alike. Some people get the two confused.

This is what works for me:

Firewall: Comodo

Anti-virus: Avira anitvir personal free

Host: Spybot S&D has a host file like mode called Immunize. I do not recomend that you use the Tea timer funtion.

Sandbox: Sandboxie (Comodo does have a sandbox mode also)

Anit-Malware: Malwarebytes and Superanitspyware

I also do not use Internet explorer as my main browser. I recommend that you use Google Chrome, Firefox (with noscript, adblock), or Opera. You can have all three installed. I also use Web-of-trust.

Also do not go to any hacker form and brag about your security setup. There will be someone that can get on your system. No amount of security software will protect you from a determined hacker. For the average user you should not have to worry about them.

Also with any download that you do. You should run a scan to make sure that you are not getting a 'surprise' from the download.

Also back-up any information that you do not want to lose. It is always good to have a back up on an external hard drive. It can come in handy if you have to reinstall the OS you do not have to panic that you lost all of you personal information.

I hope that the information I provided helps you in someway.