Hi cindyk.
I'm not up on the Vista firewall as I use XP, but the pros and cons of firewalls and Vista are discussed in the forum quite often. I use Online Armor, which has a 'remember' check box to help it to pick up my preferences, and also NoScript, which tracks my decisions for future reference. But most good firewalls will query sites the first time unless they have them down as trusted sites. And you're right, you have to get to know them through their Help sections. I'm still getting familiar with mine.
Same with the antivirus and antispyware. But if you're into it for the long term, it becomes second nature over time. And the person who knows a computer best is the one who uses it, so now you've got some weaponry aboard you can run out your defense routines to keep malware on back foot. Also, (re)infection through USB flash drives is very common all the time, so best keep them disinfected as a rule.
You seem to have a good grasp of what's needed so run the scans and use your quarantine, and keep your eye out for that prev.exe, which you want rid of once and for all - dont think was too bad a malware intrusion, but good housekeeping is always best policy. Run some of your own HjT scans as well and compare them with others in the forum, and with your last ones that were okayed here, so you get to know your system better. And don't hesitate to reply post if you have any diifficulties.
Most important, take care out there. And we're not far away anyway.