If you're using Windows Vista, then it is safe to use the built-in firewall. This is because it offers outbound protection, where as WindowsXP doesn't. Just thought I'd let you know on that.
The
You've got spyware already huh? bit.
First of all, you've recommend two great "free" programs. However, unfortunately most malware/virus/spyware isn't that easy to remove. It is a lot more complex. Hijackthis is a good tool and is used a lot on malware removal forums, however, you really need to be under a trained helpers supervision. You should visit one of the forums listed here for malware problems:
http://www.merijn.org/forums.php
It can be very time consuming removing malware, so I really advise you visit one of the malware removal forums, where you can request help for "free", and of course, receive the best possible support -- for free!
If you have a slow computer, then is doesn't necessarily mean it is malware. I recommend reading this great article:
http://www.castlecops.com/t175256-Sl...e_malware.html
Finally, for tuning IE7, read the following:
http://reliancepc.com/menu/tips/IE7tuning/index.php
http://support.microsoft.com/kb/936213