Zone Alarm is a highly reviewed [though not infallible] tool that can help prtect you. Use it with one of my recommended anti-virus packages [search 'free' on this blog].
Desciption from CNET site:
ZoneAlarm is designed to protect your DSL- or cable-connected PC from hackers. This program includes four interlocking security services: a firewall, an application control, an Internet lock, and Zones. The firewall controls the door to your computer and allows only traffic you understand and initiate. The application control allows you to decide which applications can and cannot use the Internet. The Internet lock blocks Internet traffic while your computer is unattended or while you're not using the Internet, and it can be activated automatically with your computer's screensaver or after a set period of inactivity. Zones monitor all activity on your computer and alert you when a new application attempts to access the Internet. Version 6.5.722 removes McAfee installation gate and fixes an update problem with LastWriteTime.
Note:ZoneAlarm is free for individual and not-for-profit charitable entity use (excluding governmental entities and educational institutions).