hmm; yes and no. Think of security as an onion and free access to your data is at the core. Every layer that makes the attacker do more work is in your favor.
The router adds NAT and SPI services, and some add real firewall services.
The windows firewall (especially Win/7) has real FW features and is very effective in narrowing the attack vectors to those ports where you allow inbound traffic.
{ recall, every outbound click allows free access thru every firewall }
A/V programs which examine the traffic are far superior to those that only scan your HD. I'm referring specifically to AVAST! Free, which has a Web scanner and Email scanner to stop trojans before they infect files on your system.
Scanning files over & over & over is like crying "the horse is out of the barn".
Stop the infection(s) and there's no need for rattling your HD every {night,weekend,month}.
Go to
http://www.eicar.org/download/eicar.com and click on one of the download files to test for yourself to see how your A/V protects you - - it ought to RING THE BELL and deny access to each and every one of them.
As a first attemp,
this ought to raise your A/V alert to a trojan.
If it does not - - you've got some homework to do! :sigh: