Clicking Links in Spoofed Scam E-mails

Q: If I mistakenly click on a link in a spoof email, will my virus scan or personal firewall protect me?

A: It may protect you if it contains an update which recognizes the virus/worm/trojan. However, it will not stop other things like installation of a dialer plugin or other browser modifications. for that you should use a spyware/adware protection software.
Personally I'd suggest SpyBot Search & Destroy and "The Cleaner" which together protect very well.
SpyBot is donationware which may be used free, but the author of it REALLY deserves something for it. I would suggest downloading both of these from my "personal privacy" section (subsection Spyware Removal Software).