Wrong place to ask this. The proper place to have placed this topic would have been the 'Webmaster newbie help' section.

Anyways though, a firewall is a computer's internet security mechanism. It protects your computer from attacks while logged onto the internet. Every computer should at least have one and must always be active!

Searched around, you could try this free firewall if you'd rather not pay for one http://www.personalfirewall.comodo.com/.

Most OS (Operating Systems) come built in with one though. My Vista had one come with it.

Good luck with protecting your comp! Hope this helped