A network firewall protects a computer network from unauthorized access. Network firewalls may be hardware devices, software programs, or a combination of the two. A network firewall typically guards an internal computer network (intranet) against malicious access from the outside; however, network firewalls may also be configured to limit access to the outside from internal users.
Firewalls are effective for keeping unwanted users out of your machine. Also they can help to keep viruses that propagate over the internet off of your computer. Also for the more advanced user it allows you to control what programs access the internet and how the do so.
How to activate windows built in firewall (Windows XP Service Pack 1 only):
Right click My Network Places > properties > right click > properties > advanced tab > check box to activate firewall.
How to activate windows built in firewall (Windows XP Service Pack 2 only) "Must be downloaded through Windows Updates" :
Left click Start > Control Panel > Double left click Windows Firewall > Left click ON > Left click OK

