You need THREE things:
1. A decent firewall. Most people are happy with the one that comes with Windows but it has its critics (because it doesn't offer 'two-way' protection). Many people prefer to use Comodo or ZoneAlarm.
2. An anti-virus program. The free ones are just as good as the paid-for ones (because they're actually just a part of a full commercial suite of programs anyway). The most popular include Avast (which I use), AVG and Avira.
3. An anti-malware program. The free version of Malwarebytes is by far the most popular.
You should note the following:
1. You should only ever have ONE firewall running on your PC at any one time. (Otherwise system conflicts might occur).
2. Likewise, you should only ever have ONE anti-virus program in operation.
3. Firewall and anti-virus programs both 'run in the background'. (i.e. without you needing to do anything).
4. You can have as many 'run on demand' anti-malware programs (such as the free version of Malwarebytes) as you like but you need to remember to run a scan with them every so often.
If I was in your position I'd stick with the Windows firewall. I'd then also download and install Avast:
http://www.avast.com/en-gb/index
(Reject any offers of a trial of their full security suite that you might encounter).
Lastly, I'd download and install the free version of Malwarebytes Anti-Malware:
https://www.malwarebytes.org/antimalware/
(NB: When installing it, take care to deselect the pre-ticked option to take a free trial of the Premium version).