Suggest you do a search of the forums, this question is a regular and will have been answered many times before.
You are presumably looking for Antivirus, Anti-spyware, firewall, backup and system utilities. There is a range of free stuff available in the downloads section of this site.
Finally, free will usually do the job but is not always best, especially when it comes to backup software for example. A lot of the good free stuff is limited demos.
For my money :
Antivirus : Free - Avast! Paid - ESET NOD32
Firewall : Windows XP Firewall is free - or enable harware firewall in your router. Otherwise Zonealarm Pro, Kerio, etc.
Sys Utilities : ASO (Advanced System Optimiser)
Backup : Acronis Trueimage
Not all of this is free, but most has evaluation versions or you may find older but quite serviceable versions on the web.