Firewalls--not just for e-commerce any more!
I use ZoneAlarm.
The free-ware version (not intrusive ad-ware like some) is plenty robust for most situations and consues minimal resources. If you use broadband or DSL, it is good to check with your provider about possible configuration glitches, but there usually isn't a problem.
This is not the only tool, but it is mature, i.e. not a beta or recent post- beta, and pretty easy to configure. I intercept hits frequently, and I just have a dail-up with dynamic IP. Sometimes, especially if it is late and the "more info" (actually a link to the "whois" site) sends back a big commercial site or university, I send a cease and desist note along with the log ;-) Usually geeks with too much time on their hands.
There are, of course, hardware firewalls and software packages that are more sophisticated, but ZoneAlarm continues to get top marks from some of th most critical folks in the business--and you can;t beat the price.
Jackie (I'll shut up now...)