I recommend using a hardware router as a firewall. Even if it’s not specifically sold as a firewall, any broadband router works very well as one. If you’re using Vista it’s got an excellent firewall, too. XP’s is not as good, but still does the job with minimal interference.

Software firewalls tend to really slow down your system performance, so we generally don’t recommend adding a software firewall to your system other than the one that’s already built into Windows or MacOS. Instead, we recommend using the hardware firewall built into your router (make sure that NAT is enabled), and turning on the built-in Windows or MacOS firewall for an added security boost—they tend not to slow down system performance too much.