Windows XP has a built-in firewall you can activate. You might also want to check your routers; many have built-in firewalls.

Of course, you might just use your neighbors' wireless setups and avoid the costs of your own Web connections...nah, that wouldn't be...are they Neocoms? If so then you'd be giving them a taste of their own...nah, be nice...it'll help you avoid jail.

Seriously, activate the Windows firewall (it's in the Control Panel) and see if the router has installed firewall software.

How far you go depends upon how secure you want to be. You could invest in a DMZ server that would only run your firewall, but that would probably be overkill and over expense account.