Quoted: . . If you have a broadband connection to the internet you really need a hardware firewall. You can find the NAT type routers for $35 to $50...very cheap money in the long run. . .
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You can get router with hardware fire wall(NAT-type) at your local CompUSA for about $40, with a $30 rebate. Effective cost around $15.
I've got a SMC 4-port router which is pretty highly regarded. You need to connect the output of modem to the input of the router. And connect the computer to the outputs of the router. And that's it. For all practical purpose your computer(s) are invisible to everyone else on the internet, ie stealth mode.
I like the hardware firewall because you use zoro CPU resorces on your machine, plus you can hook up mulitple machines. I have cable broadband at my house, and my daughter and son have their own computer and can connect to the internet without interferrring with my surfing.
NOte: if you're going to connect to the interent to play games via Xbox or PS2, you will need a router that is compatible so be sure to double-check if you plan to do so.
Also if you download using a bit torrent utility, you may have to do some tweaking router of the ports, maybe, but most of those software has been updated to get around problems of hardware firewalls.