Step three to securing your system:

Install and run a personal firewall

a.  Enable Windows firewall.  Windows has a personal firewall, but it only works in the inbound direction and of course only works if enabled.

b.  To remain safe in both directions get and use a personal firewall.  Zone Alarm, Norton Internet Securities, Mcafee Internet Suite, are all personal firewalls and will work fine there are others available as well.  You must chose what is best for you.

Remember firewalls have to be trained to allow only certain things and block all others.  The best resource for learning how to do this is to read the documentation/manual that comes with your firewall software.