Combining spyware, antivirus, malware, etc. on one computer.?

I know that it is bad to combine two anti-virus programs on the same computer. But, how about other malware? I'm running Windows XP home edition, and have AVG free edition as the anti-virus. I also am running Ad Muncher, and Spybot-SD Resident, behind the Sygate Firewall Have I screwed myself up? Do I need to remove one or more of these programs? If so, how do I repair the damage which I did? Or, am I OK, and don't need to worry? Thanks in advance. Also, if I'm OK, what should I avoid in the future?

Combining spyware, antivirus, malware, etc. on one computer.?hijackthis

With adware and spyware you're going to need multiple programs to remove everything. I reccommend SpyBot, AdAware and SpySweeper as anti-spyware, AVG free is ok for Virus protection, Sygate firewall isn't half bad either. You're not going to hurt anything by having those programs. I suggest running Firefox with AdBlock and you'll eliminate a large chunk of spyware and malware threats out there.

Combining spyware, antivirus, malware, etc. on one computer.?malware

That sounds fine and, if everything is working OK, don't worry. It is good practice not to run 2 AV programs as it can cause conflicts but you would soon know about it.
The only real drawbacks are reduction in processor speed and internet speed, especially downloading.

You didn't do any damage.
Doc, you seem to have the situation under control. Relax. If the system is stable and you update your antispyware and antivirus definitions regularly, keep doing what you've been doing up to now. It's erratic personal behaviour on the web that is the single most likely cause of security vulnerability. Firefox is a better browser than Internet Explorer on the whole but make sure you have antiphishing switched on.