Are you running a firewall on your machine? You should be! Without any firewall protection, you are at a much higher risk of being attacked/cracked through the internet. Example: Windows, by default, allows connections on port 135/139. If I know your IP address I can easily get a list of users on your machine through that connection. If any of them are using weak passwords, it will take less than a few hours to crack, and then I will have full access as that user. The blaster worm and the welchia worm connected through ports 135 and 139 as well. When you run a firewall, it hides your computer online such that it only shows itself when you initiate a connection. If you aren't running any servers, this is what you want, as hackers can't see or access your computer.
You can test to see what ports that are open or showing at one of these sites:
Symantec Security: http://security.symantec.com
Gibson Research: http://www.grc.com (follow the links to Shield's-Up!)
DSL Reports Port Scanner: http://www.dslreports.com/scan
At the very least, enable the internet connection firewall (ICF) that is built into Windows XP- it doesn't protect programs from getting out, but it keeps bad stuff from getting in. The ICF would have protected you from Blaster and Welchia.
A nice overview of the ICF is here:
http://support.microsoft.com/default.aspx?scid=kb;EN-US;320855
This article will tell you how to turn it on and off.
http://support.microsoft.com/default.aspx?scid=kb;EN-US;283673
If you are behind a router, you are safer, as the NAT feature of the router will discard all unsolicited traffic that arrives. However, it does not completely protect you, as trojans and other things can still get out. Some routers, like the TM2300, include a built in firewall. I have a belkin router that has a pretty capable firewall. Check with the maker of your router to see if it has a firewall.
For those who want something more secure than ICF I recommend one of the following:
ZoneAlarm: http://www.zonelabs.com/store/content/catalog/products/sku_list_za.jsp?lid=nav_za
Kerio: http://www.kerio.com/kpf_home.html
Sygate: http://www.sygate.com/solutions/centrally_managed_personal_firewall.htm
Norton Personal Firewall: http://www.symantec.com/sabu/nis/npf/
Of those listed, Sygate and Norton tend to be the most powerful. ZoneAlarm tends to be the easiest to use, and they offer a free version!
If you would like a nice list of commonly asked questions about internet security, try this link, complements of the awesome security gurus at The DSL Reports security forum:
http://www.dslreports.com/faq/security
Note: Firewalls aren't the be-all/end-all of security. I urge you to run an antivirus program too. Configure Autoupdates for windows as well. If you keep up to date with patches from microsoft, it's very hard for a hacker to hack you. Here is a nice little article about turning on automatic updates:
http://support.microsoft.com/default.aspx?scid=kb;en-us;283629
Note that it will download them for you, but you still have to actually click install. I've cleaned the blaster worm out of 2 computer who didn't have the patch installed, even though windows had already downloaded for them. If they had only clicked 'install' they would have been fine.
Of course, you can always download updates seperately at: http://windowsupdate.microsoft.com
Lastly, learning about and configuring firewalls for those who have not done it before can be difficult at first. I offer my assistance to those who want it. If you would like to know more about firewalls, what they do, and why you should use one, please ask. Reply to this post with any questions,or you can send me a private message too. Even if I don't reply right away, there are several knowledgable people around who will.