Microsoft's Enhanced Mitigation Experience Toolkit v5.1 is one of a very few tools that offers protection against zero-day exploits. It's free, reasonably lightweight, and has worked well on my systems for the past five years from XP through Windows 10. Learn more about it at http://www.microsoft.com/en-us/download/details.aspx?id=43714.
Thanks!
--Ed--
+1 this is the security program microsoft should have pushed instead of security essentials and windows defender. Granted they are for different things but this one is definitely the most effective and there's nothing else like it that I know of.
This app will be available in the next release of Patch My PC :)