Rising's free firewall, Avira's free AV (consistantly rated the top AV), Norton Antibot for HIPS, SuperAntispyware ($20 for a lifetime license) and Winpatrol Free.
Put up a hardware NAT/SPI router and you're basically bulletproof.
I don't use 3rd party software firewalls, I just make sure any/all PCs are behind a NAT router. Brief trips to open wireless with my laptop such as a coffee shop, my not having the Administrator account blank, and putting up the Windows firewall..is good enough for me.
Esets NOD32 is just their antivirus product, it's not an internet security suite. Eset does however, make a combo antivirus/software firewall suite called "ESS".