I would be easy to underestimate the importance of a good firewall in protecting your computer when it is connected to the Internet. Studies have found that a computer could be affected by a trojan, worm, or network attack in a matter of a few minutes if it did not have a firewall installed. Windows XP has a built-in firewall that is enabled by default. The Service Pack 1 version of the firewall gave fairly good protection against attack but the Service Pack 2 version was much improved. If you are running Windows XP you should update your system to Service Pack 2 or more preferably Service Pack 3 to secure your data.
Windows Vista included an updated security model for Internet communication. As new Vista network connections are created—wireless, dialup, VPN– each connection must be classified as a Public, Private or Domain network location. A network location designation changes networking and firewall settings to reflect the possible threats on a network. A network at a public location such as a restaurant, hotel or airport poses the greatest risk and should be designated as a Public network. Windows Vista launches a dialog window whenever a new connection is established and prompts the user to choose a location. Windows Vista allows fine tuning of Network location firewall settings by using the Windows Firewall with Advanced Security snap-in. The Advanced firewall includes inbound and outbound firewall rules that can precisely control what traffic is allowed through the firewall. The rules can apply to one, two or all of the network locations.
Windows 7 builds on the firewall capabilities introduces by Windows Vista with new features for the Standard Firewall. The Windows 7 Standard Firewall allows enabling or disabling the firewall and the setting of notifications on a per-location basis. The Standard Firewall also permits the granting of inbound exceptions on individual network locations, a feature previously only available on the Advanced Firewall. Managing the Standard Firewall is easier on Windows 7 than on any previous version of Windows. Windows 7 also includes Internet Explorer 8 which and run in Protected Mode, a Phishing filter and User Account Control, making it the safest Windows OS yet.