I have NOD32 and I use BlackICE Defender (ISS.net). However, I also installed a Linksys wireless router and since then Defender reports nothing; it's all caught by the routers firewall. Before that, Defender would report a depressing number of attacks.
Defender also prevents any new programs from running unless I tell it they're OK, so that stops malware from running in case it does get through. It's quite annoying if you write and compile your own code as Defender will pop up a window for each new executable you create, even if it's the same name (kinda like Vista?). It keeps a database of signatures and once you tell it a program is OK it doesn't ask again unless the program changes.
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