SpywareBlaster protects you by adding the URLs of risky sites to your browser's Restricted Zone, preventing malware from installing. The program doesn't scan or work in the background, but for a $10 registration, it will automatically download Restricted Zone lists.
The only downside, and it doesn't happen often, is that the tool may lock out a site you visit. Just remove the site from SpywareBlaster's list.
Note: This program is donationware. It is free to try, but the author accepts and encourages donations towards further development.