I agree Ecniv...if a hacker wants in on my system, he's going to find a way.
But it's not the hackers that I'm trying to keep out...
it's the ScriptKiddies!
there are two simple solutions for basic computer security. you can purchase a hardware solution, where the firewall is built into the router/modem. This method is simple and easy to maintain. Your other solution is in software, such as ZoneAlarm or Tiny Personal Firewall. These programs are very functional but require a bit more work to set up.
I would not recommend the firewall that comes built in to XP. It does a really good job of monitoring incoming traffic, but it doesn't make par with outgoing traffic. So if that virus/trojan comes in through, say, email then it can open up ports for someone to come in on its own.