There are several steps to protect your computer –I would suggest this specific article: http://www.microsoft.com/protect/computer/viruses/prevent.mspx I would also recommend using Windows Update set to automatic update, a firewall, and Security Essentials free from Microsoft. Or if you prefer, use other anti-virus/malware available from many software manufacturers. If for some reason you don’t like Microsoft’s anti-virus, try Spybot or any of the others on the list.
It is always possible that a virus or malware may slip through any system, as anti-virus software is written in response to viruses (usually) though updating Windows automatically does allow us to reduce the ‘attack surface’ for viruses and malware.
If you wanted to add additional anti-virus software, there are hundreds, and a large list can be found here – http://support.microsoft.com/kb/49500 . As an example, a McAfee article speak directly to System Guard, and how McAfee removes it: http://forums.mcafeehelp.com/showthread.php?t=221242.
If you would like to use Microsoft scanning (there are others, above in KB article 49500), Windows Live provides a safety scanner. If you are already infected, with a virus, researching the symptoms will be useful. As an example, recently I removed the following virus from a friends PC, the following scanner/removal information is typical of what you can learn about removing and then cleaning up from a virus – go to google, type in the error or popup text you are seeing, and go to a site you respect to read or fix the error.