A Guide to Firewalls
Introduction
A good firewall is even more important than a virus checker in my opinion. For the uninformed, a firewall acts as a filter for all internet traffic entering and leaving your machine. There are many different types, but the best for the average home user would be a 'learning firewall'. These don't require any prior knowledge and allow the user to escape the chore of setting rules etc. A learning firewall blocks all traffic to and from your computer, unless you allow it. What this means is that nothing can get in or out without your express permission. The first time an application attempts to connect to the net you can accept/decline and by simply checking a box labelled 'always allow' (or similar) you'll never be troubled again. So the first time you start your internet browser you'll be presented with a message something like "Opera.exe is attempting to connect to..." "Accept/Deny?" Well, you're not surprised at that message because you just ran the programme, so you would accept. As you'll be using it a lot, you would probably click the 'always accept' button and thus you'll never be bothered again with that message. Therefore after an initial flurry of prompts, you can settle down to secure browsing free from it asking you any more questions. The only time you should be worried is when a prompt pops up that you didn't ask for (eg. if you're word processing and suddenly a box containing something like "not_a_virus.exe is trying to connect to...." appears) then you would of course select 'always deny' and find out what this suspicious programme is up to. It's only as good as the user of course, but it's an excellent line of defence.
Windows Firewall
Just don't bother. It doesn't even block outgoing connections...
Kerio Personal Firewall
Kerio Personal Firewall is my favourite. It's free for personal use and also keeps a watchful eye on your computer which has saved me more than once in the past.
Zone Alarm
A popular alternative (and often cited as the best) is Zone Alarm but I prefer the interface for Kerio which seems to allow more control whilst keeping things simple. Generally speaking, Zone Alarm is easier to use for the average user and offers helpful tips and tutorials making it my recommendation for university people.