Two types of firewall are available for your computer: hardware and software. A hardware firewall is an electronic gizmo installed between the broadband router and your computer. It’s often included as part of the router. A software firewall is a program running on your PC that monitors only the Internet traffic entering and leaving your computer. Windows comes with a software firewall called, remarkably, Windows Firewall.
To access it, follow these steps:
Open the Control Panel.
Open the Windows Firewall window.
In Windows 7, choose System and Security and then choose Windows Firewall.
In Windows Vista, choose Security and then choose Windows Firewall.
In Windows XP, open the Windows Firewall icon.
You see the main Windows Firewall window. The only thing you can do in the window is activate the Windows Firewall if it’s not turned on.
Don’t turn on Windows Firewall when you have a router on your broadband connection that also features a firewall. They may conflict with one another. At best, they will both work together, but your PC will be slower than necessary as they both try to do the same job.
When you choose to use the Windows Firewall, it monitors all network traffic coming into and going out from your PC. Any suspect information, such as information you didn’t request, is blocked automatically.
Sometimes, the Windows Firewall prompts you when it encounters something smelly. A firewall warning appears, and you’re given three options:
Ask Me Later: Access is blocked, but only once. If the same request comes through again, you see the warning again.
Keep Blocking: Access is blocked and continues to be blocked.
Unblock: Access is allowed. Choose this option when you recognize the program making the request and everything is okay. Pat Windows Firewall on the head for being diligent.
Always choose the Keep Blocking option when you don't recognize the program or service making the request.
Other software firewalls out there are better and more thorough than the Windows Firewall. If you have purchased an Internet security suite, you may find a software firewall included.
You don’t need to use the Windows Firewall, or any software firewall, when your computer sits on a network behind a hardware firewall. Running redundant firewalls doesn’t keep your PC any safer, but it does unnecessarily slow down the system.
Software firewalls are often a cause of network woe; they often prevent you from accessing other computers on your network.
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Source:http://www.dummies.com/how-to/content/how-to-use-the-windows-firewall.html
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