The Windows XP Security Series Part 2 -- Keep Hackers Out

Get a firewall .

Windows Firewall just doesn't cut it when you need protection and hackers are more proficient in knowing how to get through it. Windows Firewall also doesn't have as many security features as other, better firewalls and it doesn't watch for malicious software as well as most other firewalls can. If you have a router connected to your network, you should be fine (check its settings, though). A hardware firewall is the absolute best, but those are kinda expensive. WiFi users should turn on WEP and set up a good password so people won't leech off your network.

The firewall that I use is a software firewall – Comodo Personal Firewall Pro, to be exact. I swear by it. You can read my last entry about it and my adventure here.