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1. Set the built-in firewall (Windows XP users only).

Both XP Home and XP Professional include a bare-bones implementation called Internet Connection Firewall. We recommend using a third-party package instead--which means you should turn off XP's ICF.

Select Start, right-click My Network Places, and choose Properties. Right-click the connection you want to protect (LAN or High-Speed Internet for a broadband connection; Dial-Up for a standard modem connection), and choose Properties. Click the Advanced tab, uncheck the Internet Connection Firewall check box, and click OK to turn off the built-in firewall.

2. Install and activate your firewall.

Follow the vendor's directions. Confirm that the firewall is activated and starts automatically when you turn on your PC. Most place a status indicator or an icon in your system tray at the bottom-right corner of your screen.

3. Turn on automatic updating.

New varieties of Internet attacks appear regularly; it's crucial that you set your firewall to check for updates automatically so that you'll be immediately protected.

4. Set the security level.

Firewalls have multiple levels of protection; we suggest you use the highest for peace of mind, though that may mean some tinkering to get file-sharing applications or online multiplayer games to run properly.

5. Enable Program Control.

Your firewall needs to know which programs are allowed to access the Internet. Although you can set permissions manually, using the "automatic" or "learning" modes is easier. As unrecognized programs access the Net for the first time, you'll be asked if you trust them.

6. Establish a Trusted Zone.

You'll want maximum security for your Internet connection, but perhaps greater freedom on your local network. To allow this, set up a Trusted Zone with a lower security level for PCs on your home or office network.

7. Choose the alerting level.

All firewalls will alert you when intrusion attempts and even routine port scans occur, but you may not want to see alerts for innocuous events. Choose how severe the intrusion attempt should be before you are informed.

8. Set up special features.

Most firewalls offer extra functions such as e-mail virus protection, cookie control, or ad blocking. If you want to use them, make sure they're enabled.