Rule 3 - Use an firewall program to protect your computer

Firewalls are necessary to keep intruders out of your computer while you are connected to the Internet. These intruders may be live hackers actively trying to break into your computer, or worms, software that on its own tries to break into your computer. If a hacker is able to break into your computer, he may plant software on your computer to spy on you and capture passwords, bank account numbers, or other data which can be used for fraud, theft, and identity theft. A worm or virus may do anything from causing annoying pop-ups to capturing personal information, or may try to use your computer for emailing spam. Just to mention a few of the many eventualities you must protect against.

If you have Windows XP, there is an internal firewall. To enable it see the following: How to Enable or Disable the Windows Firewall

Windows 2000 does not come with a firewall, and the Windows XP firewall prior to Service Pack 2 is rather basic. Even the Service Pack 2 firewall offers only protection from inbound intruders. It will not prevent malware that has gotten into your computer from sending information about you. For full 2-way protection you will need a commercial firewall. Fortunately there are good ones available free. Here is a selection:

Zone Alarm: http://www.zonelabs.com/ There are both free and free trial versions. Zone alarm has been the top-rated firewall for years, and it is becoming easier to use, and is strongly recommended.
Outpost Firewall: http://www.pcworld.com/downloads/file_description/0,fid,22957,00.asp

Note that you must never have two firewalls on your computer at the same time. They will compete with each other, and this will only cause problems. One can liken the problem of having two firewalls (or two antivirus programs) on your computer to the problem of having two mother in laws--it just does not work out! If you have Windows XP and install a commercial firewall such as one of the above, you must be sure to disable the Windows XP firewall. To disable it see the following: How to Enable or Disable the Windows Firewall. It is strongly recommended that you fully uninstall any additional firewalls beyond the one you are actually using.

Note that having a firewall on your computer does not mean you cannot have additional firewalls outside of your computer, but within your network. Having a firewalled router is not only permissible, it is strongly recommended.