That's one of the reasons I really like and recommend MS Security Essentials to my clients.
It's light, fast, and works...
I got tired of Avast or AVG 'doggin' my system. MS Security Essentials is good at not being noticeable.
The firewall in Win Vista or 7 is plenty robust. Really just need to be prepared with Malewarebytes for malware issues, MS Security Essentials for Virus, and ALWAYS run your UAC (User Account Control) at the highest level.
Most of my clients that got 'hacked' had been advised that they didn't need the UAC - and that is a big mistake...