Firewalls

A firewall is a set of related programs, located at a network gateway server, that protects the resources of a private network from users from other networks. An enterprise with an intranet that allows its workers access to the wider Internet installs a firewall to prevent outsiders from accessing its own private data resources and for controlling what outside resources its own users have access to.

About.com: Internet/Network Security
A useful set of links from About.com.

To Protect and to Surf
An always-on Internet connection such as DSL, a cable modem, or ISDN does make your desktop more vulnerable to hackers, so you need a firewall. You can get good guidance from the series "To Protect and to Surf," PC Magazine, February 26, 2002. Reviewers assess eight different firewalls and security suites, as well as built-in protections in Windows XP. When your computer is shut down it cannot be hacked by means of your Internet connection.