A firewall can be either a hardware device or software program whose main aim is to protect computers from unauthorised access by someone remotely either over the internet or by a different computer on the same newtwork.
Hardware based firewalls tend to be used more by companies where all access is thorugh a specified series of servers, and by protecting these with a firewall all the other computers connected to the network are afforded a level of protection.
For the majority of home users, the only firewall will they are likely to encounter is a software firewall running on their P.C. and for any one who uses the internet, a firewall whether hardware or software is an absolute necessity.
The firewall will run silently in the background, and most users will never really notice that it's there, however the firewall be be continuously monitoring all outgoing traffic and attempts at incoming traffic and will block anything of a suspicious nature. Firewalls can also be configured to allow or refuse certain programs access to the internet.
We would strongly advise that anyone using the internet has a good firewall installed. Windows XP with Service pack 2 has a basic firewall that will monitor all incoming traffic, however it doesn't monitor outgoing traffic so any program that is installed on your computer that send information 'home' may not be detected. It's been beefed up in Windows Vista to monitor both incoming and outgoing traffic, however we would recommend using a dedicated package such as ZoneAlarm (www.zonelabs.com) or Comodo firewall (www.personalfirewall.trustix.com)