Firewall: XP firewall - Better yet Zone Alarm (Free)
Anti virus: AVG Free
Anti spyware: Windows Defender, Spy Bot &/or Ad-Aware (All free)
Keep in mind that freebies usually require more configuration efforts and updates on your part.
Also CNET has excellent selections of the best security packages to choose from.
If you have Broadband, you should have some free options on Internet Security for free.
I just reinstalled XP Pro SP2 bc of a virus.
Maybe there have been changes and updates so I was wondering which protection programs I should use/download.
I just downloaded AVG 7.5 bc I know it recently combined with Ewido.