A firewall is a program that monitors all incoming and outgoing 'ports' and 'channels' for signs of trouble. The way it generally works is that it starts off by blocking most everything and only allows communication for the things that you specifically allow. It will ask you everytime a new kind of incoming or outgoing traffic occurs and it will want to know how to handle it, then it will save your preference. After a few weeks, you'll pretty much have set all of the permissions that you need and it will just run silently. A firewall is a MUST because it will block others from getting into your computer over the internet. The Windows firewall is good enough for most people, but if you want the best protection, its best to buy something top of the line.

Using Firewalls

Enable Windows Firewall

You need to make certain that your Windows Firewall is enabled or else you may be wide open.
-Open up the Windows Control Panel
-Select Security Center or 'Windows Firewall' Depending on which version of windows you have
-You have the choice to either turn it 'Off' or 'On'. Make sure it is ON

Blocking Wanted Programs

Most of the time when a firewall blocks a program from running, it will notify you and ask to use it. But often times firewalls can block respectable programs that you want to use, so make if something isn't working like it used to, be sure that your favorite programs are listed under allowed programs or 'exceptions' for your firewall settings.