jem_pei,
I have been using these software below for a very long time on my Window XP Pro, these software below are very good protecting your PC from ad, spy & malware if you keep everything up to date all the time.
While you are using your Avast 4 Pro Anti-Virus software it very important to update your MS Window Update and get all the Critical Updates and Service Packs, I mean all of it 100%. Make sure your Window XP does an Automatic Critical Updates and Service Packs update all the time so you don't miss out.
Here are my list of software protecting PC while I have Avast Anti-Virus too:
1. SpywareGuard v2.2
2. SpywareBlaster v3.1
3. MRU-Blaster v1.5
4. Spybot - Search & Destroy v1.2
5. Ad-aware Pro v6.181
6. Spy Sweeper v2.6.1
7. ZoneAlarm Free or Pro v4.5.594.000
I have never had 1 single virus, trojans, ad, spy & malware on my HD for 4 years straight.