The best network protection is to have a router which gives a hardware firewall and turn on the Windows firewall even if you only have one computer. Most folks have either cable or DSL connections and with these your computer is ALWAYS connected to the Internet. This makes it easy for hackers to get into your computer if you don't have good firewall protection. The Windows software firewall is free and you can buy routers these days for as little as $15. If you're using a wireless connection (like with a laptop), you also want to be sure that your connection is encrypted with something like WPA-2. If you do all these things, you'll be in good shape. If not, you're taking unnecessary risks.
Good luck.