Nowadays, there's simply no excuse for any computer connected to the Internet, regardless of operating system, not to have both a hardware firewall (usually implemented in your router/broadband "modem") and a software firewall, monitoring both incoming and outgoing traffic.
The software firewall I've been recommending to those "unable"/unwilling to leave the hypersonic train wreck that is Windows has been ZoneAlarm's free firewall. Users of modern operating systems should start off by enabling and configuring the firewall built into their OS (either ipfw on Mac OS X/BSD Unix, or netfilter for Linux). That can be tricky to manage; fortunately there are several good "front end" helper packages out there, such as WaterRoof. Another excellent, popular Mac tool is Little Snitch; the latter two work quite well together.
However, no matter which tools you use to secure your system's Net connection, one of the main threats to continued secure, reliable operation remains you, the user. This has a habit of popping up in unexpected but obvious-in-hindsight ways.
For instance, I recently changed my Web/email hosting service. Long prior to doing so, I had defined a pair of ipfw rules that basically said "Allow outgoing SMTP (mail-sending) connections to my hosting provider; prevent outgoing mail-sending connections to any other address." Thus, were any of the Windows apps I ran inside a VMware Fusion VM to become compromised (as essentially all Windows PCs in Singapore are), they couldn't flood spam out onto the Net – at least not using normal protocols. This didn't do anything to protect the Net from other people's Windows PCs that might sometimes legitimately connect to my network, but it did ensure that the Windows VM (or anything else) running on the Mac was far less likely to contribute to the problem.
A few days after I made the change, I noticed that my outgoing mail server configured in my email client wasn't changed over to the new provider, so I fixed that. And then, I couldn't send mail anymore. It took an embarrassingly long time (and a search of my personal Wiki) to remember "hey, I blocked all outgoing mail except to (the old provider) in my software firewall." Two minutes later, WaterRoof had told ipfw to change the "allowed" SMTP connection, and I soon heard the "mail sent" tone from my client.
Mea culpa, indeed. But why bother blogging about this? To reinforce these ideas to my reader(s):
First, that if you aren't already using a software firewall in addition to the hardware one you probably have (especially if you're not aware of it), you should be. It will make you a better Net citizen; and
Use a Wiki, either a hosted one like PBworks or one running on your own system. (I use Dokuwiki; this page on Wikipedia has a list of other packages for the host-it-yourselfer.)
Use your Wiki to record things that you'd previously think of writing in a dead-tree notebook or a bajillion Post-it® notes stuck to all available surfaces. This specifically and emphatically includes details of your system configuration(s).
Of course, if using a public, hosted wiki, you'll want to make sure that you can secure pages with sensitive data, like system configurations; why make Andrei Cracker's job easier than it already is?
This whole rant is basically a single case of the age-old warning, "if you don't write it down (in a way that it can be found again at need), it never happened." As the gargantuan information fire-hose that is the Internet continually increases the flow of information as well as increasing the rate of increase, this becomes all the more critical for any of us.