Most people that get high speed Internet plug their computer directly into the modem. Most of the time this exposes their computer directly to the Internet. Without a good firewall and all the latest Windows patches, the odds of getting something you do not want on your computer is pretty good.
One simple way to isolate your computer for direct Internet exposure is to install a router. A router is a device that routes computer data packets from one network to another. In your case it isolates your computer from direct Internet exposure and gives you the ability to add more computers to the same Internet connection.
Most any off the shelf router will do the job. You can expect to pay $20-$50 for a good basic router. Don't get tied up in all the hype of high speed wireless connectivity. Your Internet link is typically way slower and the only time you would use the speed is if you were transferring large amounts of data from one computer to another inside your house.
** Some routers come with a setup CD. Most of the time you do not need to do anything with this disk. Try the above steps first. If they do not work run the software on the CD.
If after you get everything hooked up and you do not have Internet access, read our Router Trouble-Shooting Page.