There is so much screaming about security now that it's easy to get confused. Here we will talk a little about firewalls. The fact is that now you need both a good firewall and up to date virus protection.
I recommend that you avoid trying to combine the two with Norton Internet Security as it has been nothing but headaches for me when I've been forced to deal with it. On this page we will stick to the discussion of firewalls. Remember that the best protection can't save a careless user.
XP is the first version of Windows to come with it's own firewall. If you want the simplest protection for incoming and no protection for outgoing traffic then use it. In case you have an earlier version of Windows or really want to control traffic we recommend Zone Alarm which is all we use here.
You can download a Free Firewall from Zone Alarm and that's what I have on my older PC. It's still available but they don't promote it anymore. You have to really dig to find the link. My newer XP machine has the Pro version which is a couple of years old. Both allow you to monitor ingoing and outgoing flow. Just turn off the firewall in XP if you go this route cause running both can lead to problems. Get ZoneAlarm Pro here if you feel a need for the extra features or just want to support some good software after using the free version.
If you have never used a firewall take the Zone Alarm tutorial and be prepared to pay attention as you go through the first few days with it. You will have a lot of control which is good, but you can block your applications from accessing the internet if you're not careful. Don't worry your errors here are not fatal and easily reversible. You can go to Gibson Research and use their free SheildsUp to test your setup. It's fast and safe.
Edit: As of 06/30/2007 I'm using the combination ZoneAlarm Antivirus/Firewall.