James (Jim),
Firewall protection is not that critical if you are using a dial up connection, as your PC's exposure to the nasties of the Internet are limited to the times you are actually online.
If you have an 'always-on' broadband connection I would highly recommend it. With most broadband connections your PC is exposed to the port scans and port probes that the script kiddies do twenty four hours a day. They are looking for open ports or other vulnerabilities to exploit on your PC.
The free Zone Alarm firewall (
http://www.zonelabs.com/store/content/company/products/znalm/freeDownload.jsp ) is just fine for most people. Easy to download and install.
Routers are another option. A very strong one too I might add. I won't go into a lengthy tirade here about routers unless someone asks me to. They are excellent at stopping unwanted inbound traffic, but they do nothing to stop unwanted outbound traffic. The plus side is they don't reside in your PC's memory taking up precious space.
Here is another useful link. Steve Gibson is a world renown computer security specialist. Follow the link below to his "Shield Up!" test page to have your machine tested for open ports and other vulnerabilities. It's interesting what you might find out!
https://grc.com/x/ne.dll?bh0bkyd2 [This message has been edited by Mean Gene (edited 06-10-2004).]