Depending on the browser you use, for FireFox use NoScript and AdBlock Plus. For Chome, use NotScripts, AdBlock Plus, and Ghostery. Antivirus programs can usually be compared to the TSA. If you're scanning for bombs inside the airport, you failed.
Also, if you think your machine has been compromised, there are a few handy tools for the non-tech. One in particular that is super handy, and free for one virus removal (crappy adware and stuff will not count as one use, which is awesome. And of course, no threats found doesn't count as one use either). Go to surfright.nl and grab Hitman Pro. I'd probably do this if you've been running Windows without the recommended extensions for the browsers mentioned above.
You can run Hitman Pro to scan your system without installing it. Skip entering your e-mail address and all that stuff, just scan for threats. If the blue background turns red, that indicates it's found an actual piece of malware, not just nuisance-ware. It will remove the threats, but that was your one free use. Well worth the download.
AdBlock Plus is an important one, as a good portion of malware comes from compromised (or just crooked) ad servers. AdBlock Plus actually recently started adding malware blacklists, in addition to ads.
Personally I disable the recently added feature in AdBlock Plus that allows 'unintrusive' ads through. There are a bunch of extensions and software calling itself different variations of 'ad block,' but in my experience AdBlock Plus is the one to use. (Spent way too much time in PC repair between jobs, 80% of that is virus removal/prevention so you get a good idea of what works and what doesn't).
Once you have your front lines set up, just grab something simple like Microsoft Security Essentials, there are a few other decent free ones out there. I recommended AVG Free for a long time but things change. Just don't buy junk like Norton or McAfee, the vast majority of horribly infected machines were running one of those.
Of course I'm speaking from a native windows installation perspective, not sure how much of this translates to wine. Honestly I do not even run an antivirus program on my windows machines. Wise browsing and the extensions I mentioned should put you in a good position. Hope this helps, I'm sure others will have more good info.