Install a Software Firewall
When using Windows you should always make sure you have a software firewall running. A good software firewall does a couple of things:
- Prevents unauthorized access to your computer from the outside
- Prevents unwanted programs from accessing the Internet, and notifies you of any program that wants to access the Internet
If your anti-virus doesn't already have a software firewall included, you can download a free firewall called Zone Alarm.