I'm currently using Norton 2009 ,but I have been informed that running Windows Security and Norton together will compromise my security?

At the moment my windows settings are all turned on
Automatic Updating - which I know is OK
Firewall
Malware Protection
Other security settings ( Internet Security)

I was thinking that if I had both checking for viruses etc. that this will be better than just having one!
Undoubtedly this will be completely wrong in your eyes, so would you please inform me which items I should turn off

Hurtingbad

Thank you very much for answering my question :)