I would like to sing the praises of "NOD32" Antivirus; it's very quick at scanning & is apparently the most proven (over 7 years) Antivirus software for catching new "in the wild" viruses/virii. Not for novices though, as it takes some setting up. The "Sunbelt Kerio Firewall" (paid and free versions) works seamlessly & quietly in the background (on installation, set it to simple non pop-up mode if you want to save yourself from a lot of initial intervention). I also use several other anti-malware programs, including PC Tools' "Spyware Doctor", "Sunbelt Counterspy", "NoAdware", "Ewido Anti-Malware" and the free version of "Remove IT Pro XT-se".
The one program that
REALLY stands out though, is
EWIDO ANTI-MALWARE http://www.ewido.net/en/ . This program continuosly catches trojans, worms & dialers; sometimes in real time, but frequently when I do a weekly scan. It is really good at getting rid of this type of pest. NoAdware too manages to find the occasional trojan, worm or dialer that other software misses. I regret to say that I am very disappointed with Spyware Doctor as it rarely seems to detect anything (quite a surprise to me, considering its reputation).
Unless you have a programme like Ewido Anti-Malware, you could well be experiencing problems (for instance with Windows Explorer shutting itself down) that are in fact caused by a trojan on your PC. It seems that a good Antivirus programme & a good Firewall are no longer adequate protection on their own.