A hint for all you guys with broadband internet: Buy a HARDWARE router with built-in firewall. they're harder to get around than sofdtware.
However, if you don't want to buy hardware, I HIGHLY recommend you buy a software firewall. (It's better than no protection at all...) ZoneAlarm Is a great one, and it's absolutely FREE for a full version. (without tech support or anything like that.)
And while you're at it, download AVG Antivirus, a free antivirus program without subscription fees, so you get a lifetime of free updates.