It's safe provided that they are legitamate software. If not, you'll completely balls-up your PC, and could leave yourself open to Fraud etc...
A good free, legitamate anti-virus is AVG Antivirus. You only need AVG, nothing else... however, it probably goes without saying that the paid ones are slightly better... Best paid one I've ever used is Sophos, literally nothing got past it. However, I think it's quite expensive...
Hope this helps :)
look in "CNET downloads"
free anti virus on there and reviews of them
ive never paid for a fire wall spyware prog or anti virus in 10 years providing there kept up-to-date either manually or automatically and run a scan once a week you will have no problems
NO do not install more than one anti-virus software on your computer, they will very likely clash with each other and definitely slow your computer as AV software is very resource hungry.
As Chuck and VHG have both indicated, you could end up with some serious registry conflicts (possibly resulting in worse damage to your PC than most viruses could cause) if you had two anti-virus programs running simultaneously.
Similarly, you should only have just one firewall in operation at any time.
However, unlike anti-virus program and firewalls (which 'run in the background'') you can have as many anti-malware programs (which 'run on demand') as you like.
Most people around here put together their own suite of free security software. The most popular choices for anti-virus software seem to be AVG Free Edition, Avast! and Antivira Antivir. The most popular firewalls are Zone Alarm Free and Comodo. Many people have two (or even three) of these anti-malware programs: Ad-Aware, Spybot Search & Destroy, Malwarebytes.