Can anyone recommend a good FREE firewall utility?

[Undertoad]

The most interesting information you get out of your firewall is which pieces of software want to act as servers. Most of the reports of attempted breakins you don't need to worry about; most of them are people twisting doorknobs, and in most cases your system isn't really breachable anyway, even without a firewall.

But you never know.

But pay close attention to what software wants to do what. Sometimes you'll learn what's spyware; more importantly you'll find out if you've been explicitly "trojan horsed" somewhere along the line.