You should always, always have a good firewall running. Without it, hackers can infiltrate your system, spy on you, upload viruses or steal your data. Usually this takes a matter of minutes.
Windows comes with a decent firewall installed, but many people like using a third-party solution. ZoneAlarm is a free, downloadable firewall and anti-virus that is highly configurable and effective against many kinds of cyberattacks.
There are three versions of ZoneAlarm. The basic one is free and comes with the full anti-virus and firewall combination. If you choose to pay to upgrade to a premium version, you'll get 24/7 customer support, parental controls and PC tuneup services.
Before you download ZoneAlarm, you need to know that you can only have one firewall and one anti-virus running at a time. You can't use Windows Firewall and ZoneAlarm simultaneously, for example.