Firewalls
You need a firewall to keep the script kiddies from invading your pc. These guys are mostly just trying to see what you have on your pc, but some of them can be malicious and steal confidential information or delete files you need. If you have a cable or DSL connection that is always on, you really need a firewall. Some people say you don't need a firewall if you are on dialup, but that is very bad advice. A third party firewall can alert you if spyware is trying to call out. If you access the Internet, you need a firewall!
There are free firewalls available, but some firewalls that used to be free have now been made 'paid' versions.
A highly recommeded firewall is Comodo and best of all it is free! Comodo has other security programs as well as the firewall.
Zone Alarm from Zone Labs comes in two versions, free for personal use and Zone Alarm Pro.
The Home PC Firewall Guide This is a great site that explains why you need a firewall. It also has a lot of information about other security issues. They also have a free newsletter.
Beginners Guides: Firewall Setup and Configuration
Tom-Cat Another Home PC security site.
Microsoft also has a site for Security.
Webroot has a firewall as well as one of the best spyware scanners.
More information about stuff that spies on you, CEXX.org
You can check your security on your computer by going to Steve Gibson's site. He can locate any security holes and explain what you need to do to fix.
Cert.org This is a really good site that explains what you need for network security. Once you read the information on this site, you will want to beef up your security!