is this it?
http://www.dlink.com/products/?pid=67
I don't see anywhere in the spec sheets for that combo router/modem that it supports NAT. What NAT basically does is it does not allow remote hosts to connect to your network. So, basically any thing trying to attack you from out on the internet will not be allowed access, this instantly cuts down on a lot of security issues.
Really a good router is the best place to start when it comes to internet security and the good part is, they aren't super expensive. You can get a decent one that has a SPI firewall built in, and supports NAT for just around $50.00 USD (not sure where you live so no idea what they cost in other countries).
There may be some configuring to do if you keep your curret combo modem/router and add a new one. It wouldn't be super hard but it would require you to interact with the new router you buy. By default both the SPI firewall and the NAT should be enabled. You may have to disable the router part in your combo device and then just jack your modem into a new router.
As for software:
avast or AVG are good anti virus
zonealarm is a free software based firewall
You can download the microsoft anti-spyware software for free or try something like adware.
However, having that security on the router level means anything that hits you from the internet is hitting the router first, if you have only software protecting your system then the attack is already at your system.