If you trust windows version of a firewall go ahead and enable it. (I’m not going to tell you how to turn it on, yet)
What are the alternatives?
ZoneAlarm (ZA) from Zone Labs Is one alternative that can be used. It comes in different versions from the free for home users to the Enterprise version for large companies. ZA is a software-based firewall and you download, install and configure it on your computer. Configuring ZA can be difficult for novice and casual users but again use Google to search for solutions and read the tutorial.
Listing of Free firewalls for Win.
Hardware firewall comes in many versions and is sometimes known as a security appliance. Dedicated firewalls like the Cisco PIX 500 series are for the most part used in larger corporations due to initial cost.
For home you can combine the FW / security appliance with a router to secure your home network. A couple of solutions like: (Quotes from the different website links)
QUOTE
D-link that have:
• New Integrated Cable Diagnostic Utility
• Advanced Firewall & Parental Control
• Built-In 4-Port Switch
• Support UpnP
or Linksys that have:
# Protects PCs from Ping of Death, SYN Flood, Land Attacks, IP Spoofing, and Other DoS (Denial of Service) Attacks
# Supports Up to Two IPSec Virtual Private Network (VPN)Tunnels
# Supports URL Filtering and Time Filtering
# Blocks Java, ActiveX, and Cookies
# Easily Configurable through a Web Browser from Any Networked PC
or Netgear that have:
* ICSA certified, True Firewall with Stateful Packet Inspection (SPI) and Intrusion Detection
* Denial of Service (DoS) attack protection and VPN pass-through
* Built-in Print Server and Network Address Translation (NAT) Routing
* Easy-to-Use Smart Wizard™ and Install Assistant
• New Integrated Cable Diagnostic Utility
• Advanced Firewall & Parental Control
• Built-In 4-Port Switch
• Support UpnP
or Linksys that have:
# Protects PCs from Ping of Death, SYN Flood, Land Attacks, IP Spoofing, and Other DoS (Denial of Service) Attacks
# Supports Up to Two IPSec Virtual Private Network (VPN)Tunnels
# Supports URL Filtering and Time Filtering
# Blocks Java, ActiveX, and Cookies
# Easily Configurable through a Web Browser from Any Networked PC
or Netgear that have:
* ICSA certified, True Firewall with Stateful Packet Inspection (SPI) and Intrusion Detection
* Denial of Service (DoS) attack protection and VPN pass-through
* Built-in Print Server and Network Address Translation (NAT) Routing
* Easy-to-Use Smart Wizard™ and Install Assistant
If you don’t feel like using any of the methods mentioned here at least turn the XP firewall on.
(Instructions copied from the windows help file)
- To open Network Connections, click Start, click Control Panel, and then double-click Network Connections.
- Click the Dial-up, LAN or High-Speed Internet connection that you want to protect, and then, under Network Tasks, click Change settings of this connection.
- On the Advanced tab, under Internet Connection Firewall, select one of the following:
- To enable Internet Connection Firewall (ICF), select the Protect my computer and network by limiting or preventing access to this computer from the Internet check box.
- To disable Internet Connection Firewall, clear the Protect my computer and network by limiting or preventing access to this computer from the Internet check box.
A computer without a firewall is like crashing your car without a seatbelt. A computer with a firewall is the same accident while using the seatbelt. In both instances you may be hurt but without the seatbelt you will most likely be hurt worse.
Disclaimer: be carfull when changing setting on your computer. If you are not sure what to do get help from someone who know or use Google to search for Firewall tutorial

