If you don't have a fire wall, I suggest that you download the free edition of
ZoneAlarm. If you have further problems you can always upgrade to the ZoneAlarm Plus or Pro. I have been using the free edition since it first came out with no problems.
If you are not sure that you need a firewall (you really do need one!) you can test your computers security
here. Follow the easy directions for first time users. These two tests will only take a minute or two!