Firewalls are mainly used to block users from entering into your computer via specific ports. There are many other reasons and uses for a firewall but almost all will be related to security issues.

Windows XP has a built in Personal Firewall which you can activate for your connection. In order to activate the firewall follow these steps.

Click on "Start" followed by "Settings" - "Control Panel".

Search for an icon called "Network Connections" and double click to open.

Right click on top of the "Gonuts4free" icon and left click on "Properties".

The properties box will appear. Click on "Advanced" on the top. Switch on the first option called "Protect my computer and network...".

The firewall should now be enabled, if you are an experienced user and need some specific services to be accepted via the firewall such as FTP or other then click on "Settings" located at the bottom. Other users can just click on "OK" at the bottom and close the control panel.

Note: You can see if you have the firewall already active with the little lock next to the connection icon.