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The general rule is that you do not want to have more than one antivirus or firewall program installed on your computer. One of each is fine. Anti spyware/adware programs like Windows Defender, SUPERAntiSpyware, Spybot Search & Destroy, etc. usually do not have a problem with more than one of them installed and running. In fact you should be using more than one since no one program can completely protect you from these malwares.
I use COMODO Firewall Pro, Avast antivirus, Windows Defender, and Spybot Search & Destoy. All running all the time in the background monitoring away with no problems between them.
Hope this helps,