Avira is an excellent Anti-Virus, but it's missing some protection from malware. If you use facebook, or just surf the web this is very useful. I recommend Comodo Firewall Pro. Most Websites that compare free firewalls rate Comodo the number one firewall. Some sites even go out and say that it is good as any paid firewall. I have used Comodo and I agree that it is a very well designed security software
Getting Comodo Firewall Pro and Installing It:
Go to personalfirewall.comodo.com or Click Here
Now when you download it.Go to your computer control panel and go to security and turn off Windows Firewall.
Why Turn It Off?
Firewalls work the same way as Anti-Virus, running two of them will make them crossfire and then your ports will close and now oyu won't be able to connect to the internet. Comodo did not turn of Windows Firewall automatically.
Once Windows Firewall is turned off, you need to run the setup for Comodo. When you install you will be prompted by a menu asking you to install products. Do not install the Anti-Virus. It is already checked by default, Uncheck it! Go ahead and install the firewall with Defense Plus. Now restart the computer if necessary.
Screenshot of Comodo: You can see that it's GUI takes a little more time to figure out.

click to enlarge