Stay out. Out. OUUUUTTT!

You wouldn't let someone you don't know walk right into your home uninvited would you? I didn't think so. The same principle applies to computers and the internet. If you don't have a firewall - a door - anyone may enter as he pleases.

Check out this free one here: http://www.zonealarm.com/store/content/catalog/products/zonealarm_free_firewall.jsp