Its no joke son. I was trying to get you to understand the severity of the issue. Someone thought it funny. Only because its VERY VERY TRUE.
Using Windows on the internet is a serious problem.
All the "bot-nets", "SPAMMING Networks", "Click Fraud bots" and serious compromises for things like huge CHD (Card Holder Data) related to PCI (Payment Card Industry), comes down to people using Windows for saving critical data on them and one stupid person browsing that one Internet location or opening that one auto-execute e-mail.
I won't use Windows in anything except a Virtual Machine, or for specific tasks for which its ONLY going to do that task period, No browsing or anything else at all.
And to really answer your "Need a firewall and Web security apps" question:
If you are using Windows, there honestly is NONE. None of them without HUGE AMOUNTS OF UPDATES, scanning, lock down and utter making using the machine a PITA, will work in any way shape or form with save you in the end.
Unless you don't go to "Joke sites" or "Porn Sites" or "Pseudo news sites" or things like but exactly as TMZ/Perez Hilton or other glam news sites...
Eventually you click on a site or get and e-mail that has something that your Web-Wall (new term here to include both Firewall and Virus/Security stuffs) will never see coming and may/will completely disable it or evade detection (or both) until its too late. Thereby losing all your credit card data and photos and the like.
So, if you don't know it, many of us understand the under belly of the Beast and don't particularly like it all that much. There are much better options out there than Windows. Use them.