First and Best method to protect yourself from virus is to Switch from Windows to Linux Operating system as there is nothing called VIRUS in Linux OS
If you still want to use Windows then here are the few steps how you can protect yourself without antivirus
Whenever you will Insert any USB stick in your PC/Laptop you will get a Autoplay Window as shown below.
Never Ever Open the USB from the Open Folder Option in Autoplay.
As all VIRUS in USB sticks are automatically goes to autorun file and when you will open the USB using this option VIRUS file will get executed and Infect your whole system.
So Whenever you see a Autoplay option after Inserting your USB Gently Close the Autorun Window.
Now, Once you have Handled the Autorun Problem, here is the next problem.
Now for opening the USB you will Obviously open it by Going to MYCOMPUTER and Double Clicking your USB icon.
Doing this also Will do the same thing which is done at the time of autoplay folder option.
VIRUS file will get executed and it will infect your whole OS.
Confused! Now how you will open your USB stick.
Don't Worry here is your solution.
So that you will open your USB stick and stop the autorun VIRUS to get executed automatically.
Use the left Sidebar displaying your all Drives of your System.
Now just click on the USB disk showing on the Sidebar.
This will open your USB stick without executing the autorun files.
For Windows XP: Sidebar can be viewed by Clicking the Folders Icon on Top menu.
You can Use the Explore Option to Open the USB by Right Clicking on the USB icon in myComputer