Absolutely!! I use Windows Update all the time at work on both 2000 and XP and it works every bit as well as the Apple version.

As per The Godfather: Ad-Aware, Sygate Personal Firewall from Download.com

Check into these as well. The best firewall on Windows is/was ZoneAlarm which I think is still free for the 'base' version - which is all most people need. There could be better ones out there today as I've been out of the home/personal version of Windows arena for a while.

Then go to LeakTest to check on how well the firewall is performing. In fact, almost everything on www.grc.com is very good. It's wordy but this guy knows his stuff and does most of his windows programming in assembler for very small and very fast executables.

Good luck.