"Is it ok to continue visiting that site if I run my anti-spyware software after leaving the site?"
Of course it is not OK to continue visiting such site but it is all depend on the user. If you like to take the risk...
Depending your security to the tools is not advisable. Antivirus, firewall, antispyware, antitrojan, etc.. are TOOLS only. They will do their job to help protect the system for known malware but they cannot protect your system for unknown malware.
What if you are hit with unknown malware? Unknown means no antivirus, antispyware or antitrojan has the detection for it yet because they haven't got a report or sample.
"I use Spybot S&D, AdAware SE, AVG anti-virus free edition, Microsoft anti-spyware beta, Spysweeper, AdSubtract and SpySubtract, Spyware Blaster, and Zone Alarm free firewall. Is that overkill? Am I safe to visit this P2P site if I "clean up" afterwards?"
Some users are using less tools while others are using more than what you have. In my opinion, it does not matter how many security programs you have and enabled. If you are hit with unknown malware those tools are useless so NO, you are not safe in visiting P2P site.
"I also use IE 6.0 as my browser, and it sounds like from what you guys are saying that that's how most spyware gets on your PC. Is that right?"
That's one method IF the browser isn't locked. Even if you are using Firefox or Opera browsers and continue visiting P2P area, Firefox or Opera will not help because whatever you execute (malicious exe file for example) is not prevented by Firefox or Opera. It's the antivirus.
IE has activeX which a method used by spyware makers to distribute spyware but if your IE is locked down or you disable activex installation or prompt you before you allow, there is less chances of being infected. Again less chances only.
" Sometimes a site tells me it needs Active X to work, so I let it. Do the other browsers offer the option of allowing Active X or not? And should I EVER allow Active X to run?"
If you participate on those sites and/or using their service that requires ActiveX then you'll definitely need to allow it. That is if you trust the site.
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