If you are using Windows XP, you will find Windows Firewall in your control panel or your system bar (Next to the date at the bottom right corner). Its a good tool to limit access to the internet for the programs you have installed and those that are there but you dont know about!
Just like any other firewall, it asks for your permission whenever a new program tries to access the net. So you know when something is accessing the net when its not suppose to.
Some say it slows down the net speed. Even if that is right, I dont think it makes any considerable difference to the speed to be concerned about. I have never experienced a faster connection when it was off.
You just gotta make sure it stays on. Otherwise, you might think it is on and surf the net freely when its actually off. THAT is one big problem. If you know its off, then you might be more careful.
