You have lots of options. Start with a 2-way firewall, meaning one with outbound protection, not just inbound. On Vista/7, you can set up the native FW to do this, but for prior Windows versions, you would have to look for a 3rd party solution. After that, next stop I would make is a system-image backup solution. Couple that with an on-demand anti-malware scanner like Malwarebytes to do periodic scans with in case your AV misses something, and you will have a fairly effective security solution.

If you want to go further than that, well you already tried a HIPS and don’t like that, so I would say try a “virtual” solution, something like Avast!'s sandbox or Sandboxie, or take that a step further and use a full virtual machine like VirtualBox or VMware.

I would point you to Linux also, but you mentioned gaming, and gaming and Linux just don’t go hand-in-hand. :wink:

Apart from that (or rather, before)…UPDATES…do not slack off on your updates, and if you don’t know what to update or do not want to keep track yourself, there is software like Secunia for that.