If you have a few workstations in a peer-to-peer network, I HIGHLY RECOMMEND Microsoft Security Essentials.
www.microsoft.com/security_essentialsIt is free and does a great job.
If you have a server and workstations in a domain, I HIGHLY RECOMMEND Trend Micro Worry Free.
www.trendmicro.comBoth do a great job of keeping the bad guys out but not messing with how the good guys do their jobs.
If you need to open ports on a Windows Server firewall for SQL Server:
http://support.microsoft.com/kb/968872JamesNT