Firewalls
What they do
Types and their operation
Firewalls restrict the passage of data between your computer and the internet. They can be effected either in hardware or in software. They stop attacks on your computer from outside and if you are infected by a spyware program the firewall prevents it from downloading your vital data.
It has been likened to having 65,536 doors and windows in a house; shutting and locking most of them and then putting sentries on the rest.
Zone Alarm
Zone Alarm is a typical firewall program and, moreover, it's free. Download Zone Alarm here.

The Zone Alarm preferences screen