You do need a firewall. I suggest Zonealarm (the free one). I've used it ever since I got cable modem, and I love it. http://www.download.com/Ad-Aware-SE-Personal-Edition/3000-8022_4-10399602.html?tag=pop **On a side note you might also want to get Ad-Aware SE Personal to rid your computer of spyware -- you may have accumulated some if you're been on the internet without a firewall. Ad-Aware is free also. http://www.download.com/ZoneAlarm/3000-10435_4-10434530.html?tag=lst-4-1
If you want to combine a few good spyware/malware removal tools into ONE -- get Hitman Pro here:- http://www.techspot.com/downloads/1278-hitman-pro.html It's Free -- will install your choice of 6 different scanning programs that will take care of almost any piece of spyware/malware -- Do NOT TICK CW Shredder , there are problems involved with that one by some people ! Hitman Pro will get the programs ,, install them , update them .. and run them one after the other then clean any infections you may have gotten .
My setup right now is Spython for anti-spyware, Mcafee for Firewall and Avast Pro for virus scan and SpywareBlaster for browsing anti-spyware. Havent had a taste of malware for a long time