I have just had virus responce 2009 just install itself on my pc it kept doing fake virus checks and i could ?

not remove it. i did a system restore which sorted the problem.what was it? it wanted my e mail address (which it didn't get) how do i protect my self from this sort of thing again? i have avg free and the windows firewall. what freeware can i get to protect my pc. the virus was from dig.com where my wife tried to stream greys anatomy!!!