My Norton subscription finally ran out and I got the free AVG for awhile as I'm moving and poor for a few weeks. No Firewall on the free version???!!!!

I've only had it 2 days and have removed Trojan Horses 2x. Is that because I have no firewall? Can I prevent that if I just use the Safe Search and not IE? I've been piggy backing a little on my neighbors wireless, I couldn't get it from them could I ?

thanks,
judi