Actually, phillipcorcoran, if you review this subforum you'll see that many people have asked for advice on protection programs, and it's not forbidden. It is forbidden to help with malware removal. The Malware and Spyware Cleaning guide has no suggestions on prevention and protection, only on the steps that should be taken to create a post in the malware forum.
groch,
this thread provides a lot of useful information, but let me give you my two cents worth.
Avast is an excellent product that does a good job of detecting newer exploits - it's highly recommended by many of the experts at this site. Some people dislike it's notifications, however. If you try it and find them annoying, I would also recommend
Microsoft Security Essentials. It's what I use, an admin and ScHwErV of this site also recommend and use it. It's also free; since it has no paid option, you'll never get nagged to upgrade.
Spywareblaster and Spywareguard are also both recommended products to protect against certain malware ever getting installed on your PC. If you want additional protection, try
MBAM. Although the free version doesn't offer real-time protection, it can be used as an on-demand scanner which you can run to check for the presence of malware.