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The Internet, like any other society, is plagued with the kind of jerks who enjoy the electronic equivalent of writing on other people's walls with spraypaint, tearing their mailboxes off, or just sitting in the street blowing their car horns. Some people try to get real work done over the Internet, and others have sensitive or proprietary data they must protect.

Usually, a firewall's purpose is to keep the jerks out of your network while still letting you get your job done.

Quote taken from http://www.faqs.org/faqs/firewalls-faq/.
Used by permission

Firewalls

A good firewall is an essential part of your online security. A firewall for your personal computer will involve a software-only (no extra hardware) installation that watches what traffic passes in and out of your computer, and allows or blocks access based on a set of rules. A firewall is not a substitute for basic security consciousness on the part of the user, however. While it will keep out malicious attacks on your PC, it will not necessarily block you from viruses or other emailed nasties. You will still need virus and spyware scanning software.

Zone Alarm is probably one of the best known personal firewalls on the internet. Free for personal use, it blocks hackers from infiltrating your home PC by hiding your computer from unsolicited network traffic.

The Comodo Personal Firewall is another award winning free firewall offering comprehensive personal security.