Why do I need a firewall?
A firewall can help prevent hackers or malicious software (such as worms) from gaining access to your computer through a network or the Internet. A firewall can also help stop your computer from sending malicious software to other computers. Even if you think there is nothing on your computer that would interest anyone, a worm could completely disable your computer, or someone could use your computer to help spread worms or viruses to other computers without your knowledge.
Note: This information provided by Microsoft.