Blackice, McAfee, Zonelabs Zone Alarm, and Norton Internet Security, If you use P2P software I would say use all 4, i personally don't use Zone Alarm, but use the others plus the windows xp firewall, main system also has 3 spyware detectors and 3 anti virus programs running.
Laptop isn't as secure as it don't get used much, and there's nothing on here I can't afford to lose.