An Internet firewall is a piece of software or hardware that helps screen out hackers, viruses and worms that try to reach your computer over the Internet. Installing a firewall is the most effective and important first step you can take to help protect your computer. It is important to have a firewall and antivirus software turned on before you connect to the Internet.
If you're using Windows XP, you should have Service Pack 2 installed. It has a built-in firewall that offers significant protection for your computer.
