Windows Firewall
Windows Defender
Microsoft Security Essentials are 3 different things.
With Windows Defender you also need antivirus software as Defender
does not protect against viruses and trojans.
Microsoft Security Essentials includes the protection of Defender
*and* includes antivirus protection. With MSE, you should *not* have
Defender running.
With either MSE or Defender you should have the Windows Firewall
turned on and you should have Windows Automatic Updates enabled to at
least notify you of important updates.
-steve