Personal firewalls cause more problems then they solve.

Recent testing by Munich-based PC Professionell is showing results that are not boding well for personal firewall manufacterers. The personal firewalls the magazine tested, from shady freeware to heavily advertised professional editions, could not block all attempts for programs to gain outbound access to the internet. Several firewalls were even turned off by the programs accessing the internet. These firewalls are simply not comparable to corporate firewalls. Corporations have the resources to buy entire computers dedicated to defending a network. The magazine also found much more effective ways to protect yourself online.

• Browsers are the most vulnerable part of the computer, and Javascript is the most vulnerable part of the browser. Be sure you know who's installing what into your browser.
• Use common sense when browsing. According to the German Federal Agency for Security in Information Technology, "Desktop firewalls, as they are also called, are practically extraneous, presuming that you adhere to the basic rules of safe surfing,"
• Keep your applications up to date. Malware takes advantage of the published flaws in a program, so patches for those flaws can keep your computer safe.
• Buy a hardware router. They take the roll of a firewall, and render software that plays the role of a firewall useless.
• Don't open E-mail attachments from people you don't know.