As a lot of us spend far too long online than we should it may be a good idea to instal a firewall to help reduce your risks. There are a lot of good software firewall out there and some of the best are even available for free so there is no reason not to try them out
We would recommend that you also seriously consider a hardware solution.
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Relevant links:
Free-Firewall.org - impressive collection of free firewalls for PC, Mac and Linux.