If you're on the Internet and you don't have a firewall, get one. I installed a new PC for my mother-in-law over Christmas. Brand new, fresh out of the box.

Before I connected it to the Internet:

Spybot S&D found 6 spyware programs;
Win Doctor (part of Norton Systemworks) found and corrected 37 problems.

After I logged onto the Internet and was active there for about an hour (using Earthlink dialup), there were three more spywares. During that hour Norton Firewall blocked four attempts from IP address 255.255.255.255 -- which sounds to me more like a subnet mask, but who knows?

I use broadband here at home and have both PCs firewalled (and yeah, we're networked and the router is also firewalled). At work we have a firewall, of course.

As I've said elsewhere, you're not going to keep out the government, but you can make it damned hard for anyone else. Lock your car doors, lock your house door, lock your computer.