A firewall is a barrier between your computer and the rest of the Internet. It monitors data passing between your computer and the Internet and checks it against a set of ‘rules’. The rules you set up will protect you from hackers (people who try to access other computers illegally) and the programs they write, such as worms and viruses.
The Open UniversityFaculty's Safe Computing site has links to free personal firewall programs. Some Internet Service Providers (ISPs), like BT and AOL, also provide a free copy of a firewall program to their customers.