Quaresso's Protect-On-Q
They have a free version or they did have one in the past.
. SafeZone does exactly the same.
This feature not available on Avast Free I believe?
Also add to this group Prevx's SafeOnline which is free if you rumage around on the web and find the Facebook version.
I purposely didn't mention Trusteer's Rapport since it slowed IE8 on my XP installation to a crawl.