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There is so much a software firewall or even a hardware based firewall can do to protect you, I worked as a network defense specialist/vulnerability assessment specialist for 4 years while I was in the military. Best thing to do is practice safe surfing, have a machine patched up to date and be proactive in regards of keeping your machine virus free. A firewall/antivirus are more of a reactive aproach to keeping a computer/network safe, once either of them has been triggered it might be already late and even if a trojan/virus/root kit/etc has been blocked the machine might of already been screwed.
So here are my tips:
-Keep track of logs (a pain but worth if you have sensitve documents you want to keep safeguraded)
-Update patches, firewall and antivirus as often as possible. I cant tell you how many people install any of those things once and they forget about them and wonder why they got infected with something.
-Safe web surfing. This one is hard to explain, just dont go to shady sites or go clicking like crazy on every link you find.
-Backup important files, sure everyone tells you this but there is a reason for it.
-Worse thing you can do is pretend you are safe just because you have a antivirus/firewall installed, there are so many easy ways to avoid those is not even funny.
Most of the malware out there are designed for MASS distribution so they exploit vulnerabilites that are widely available, those are the things programs or websites should be the least worried about. What programs/websites need to be worried about are about targeted or semi-targeted attacks, where a particular software, industry, company is being targeted, but then again the last place you want to go for advise on how to protect your assets is GFY .
Again be proactive about security, being reactive means something already happened and now its time to fix it!
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