Depends on how you have your network setup. Is your cable modem
connected directly to your computer or do you have a router plugged
into your cable modem?

If you don't have a router, why not? For a home user $50-75 for a NAT
router is a worthwhile security investment. (Linksys, Netgear,
whatever...)

If you're plugged directly into your cable modem, you definitely want
to learn about Linux firewalls. You'll also want to shut down
unnecessary services that you may have running on Linux (and Windows).
Shutting down services in Linux is distribution dependent, and you
didn't mention a distribution.

The Linux firewall is all about iptables.

There are plenty of tools for quickly setting up an iptables firewall.
Firestarter, firebuilder, Lokkit, KMyFirewall, others...


You could also read up on various howtos.
http://www.tldp.org/HOWTO/Firewall-HOWTO.html

-- 
Andrew S. Zbikowski | http://andy.zibnet.us
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