Hi there and welcome to the forum.
Well, you could buy security software, but there are many you can download.
If you have Windows Xp and have Service pack 2, you'll have a basic firewall while you search the web for some, unless you download them on the computer your using now and copy them to disc.
1. You'll need a firewall (better than the windows one to stop hackers, etc from accessing your pc),
2. Antivirus (Stop viruses and Trogans in there tracks),
3. Spyware remover (To remove spyware + trackers which only clog up your system, and evades privacy by sending data to what you do on your PC back to companies, including how you use software if a software company has it hidden in a program, to view results. Some can also be harmful, sending more personal data off...)
I'll post in a minute with more details
EDIT:
This is a great free firewall and I use it on mine:
http://www.zonelabs.com/store/content/company/products/znalm/freeDownload.jsp
This is a good free anitivirus too. Just make sure you keep it updated:
http://free.grisoft.com/doc/2/lng/us/tpl/v5
The last one, the spyware remover. I tend to use spybot - search and destroy as it's very reliable (needs updating regulary):
http://www.safer-networking.org/en/index.html
Another one is Adaware made by Lavasoft, which is also very reliable (Also needs updating). Some people actually use both, because if one doesn't get something, the other will
Becareful with the settings:
www.lavasoftusa.com/support/download/
Honestly, these are the best freeware around I'd say for protection, and I'm sure some of them are even better than ones you buy, though ones you buy give you more support.
Freeware is your friend though. Remember that
If you were to buy one, I'd choose Norton SystemWorks, which contains antivirus, and loads of other protection features too, like backup facilities
I Hope this helps