Of all these, the only thing I've ever used is MSE.
I don't like how MS Security Essentials insists on enabling auto updates, I run my system with only services enabled I need, for this reason I find it too bulky.
Windows firewall is much better, and not to mention that many of us are behind routers, which also provide a somewhat reasonable (though not unbreakable) natural level of security.
If you are behind a router, a software firewall is not even needed, you are already running a software firewall IN your router (install if your able Tomato or dd-wrt if you really want more control over it).
and judging from a quick Google search for that product, it is still happening in 2011
Which AV is that?
Also another thing that i hate about most anti-virus apps is how they flag perfectly harmless files as threats and MOVE them to a vault... finds things like the following link as Riskware.Win32.Gun!A2, W16/Winshoot... THIS FILE IS NOT A THREAT, run it, click your screen, press ESC to exit... just fun
(16-bit app dated September 18, 2003, might not run on Vista+) http://conradshome.com/files/stressed.exejotti.org
shows it to be what it is, a joke program, used to be fun to copy it into peoples startup group.. amazing how many people don't try hitting ESC to exit it