If you are using Windows XP and have the built-in firewall enabled, disable it. Its a bad firewall and I recommend getting a third-party firewall such as ZoneAlarm (www.zonealarm.com). It will be much more secure and much more configurable. To disable the Windows firewall, go to your Control Panel and go to Network Connections. Then double-click on your internet connection, click on Properties and go to the Advanced tab. There, uncheck “Protect my computer and network by limiting or preventing access to this computer from the Internet”. Save your changes and then the Windows firewall will be disabled. Then, its time to go get a real firewall.
Many routers have built-in hardware firewalls which are pretty good, but I generally recommend using a software firewall anyway because it provides some extra security by notifying you of outgoing attempts to use the internet by software on your computer. In my pre-Firefox days of spyware, I was notified of things on my computer trying to access the internet by zoneAlarm. Were it not for the popup about the attempted connection, I would not have known the spyware was even there.

David Risley is the founder of PCMech.com. He is the brains, the thinker, the writer, the nerd.