Ive always been very careful to make sure my firewall is working right, i dont like using advanced firewall software like what yo get from Norton or other companies like that. The software they provide is very bloated, comes with things you dont want and is guaranteed to slow you down. So since Windows XP came out back in 2001 ive used the its built in firewall, and nothing else, here is why and what i do to make sure it works the way it should…
First off windows firewall is probably the best way to protect your computer without slowing you down, however since its what comes with windows, its also probably the most vulnerable to compromise. But dont panic, when i say compromise, i mean that a program that YOU run does something to the firewall to create an opening, good computer habits will almost always prevent this.
Windows ships with its firewall turned on, so unless the company that sold you the computer turned it off (and hopefully put a different firewall on) you should be protected from day 1. Unfortunately day 1 doesnt last, when you install or use a program you might be changing things your not aware of, like the firewall for example. To check what the firewall is doing you just need to navigate the windows control panel and open up “Windows Firewall”. The first thing you should notice is a screen telling you if the firewall is turned on or off, make sure its on and change it if its not. Depending on what version of windows you have you will need to look around and find a list of programs that are “Allowed Through Windows Firewall” this list is my favorite part, i always find things on it that i dont want, and when i disable them it brings me a certain level of comfort. Look over the list, uncheck items you dont recognise or dont use, most likely if you do something wrong here, the program that your effecting will fix it, or let you know later, so dont worry and have at it!
Now to my main point! 
Now that we have a simple but effective windows firewall working, how do we know its REALLY working?
The Gibson ShieldsUp Firewall Test!
Allot i know… but Firewall test is all that really matters here, some might say that a better test is x or y, but i say: 1. i can rely on Gibson as an independent party with no interest in harm or profit and 2. I don’t have to look at adds or sign up for anything or click a million buttons.
Thats It! click the link, press proceed, chose the test “Common Ports” or “All Service Ports” or both is what i recommend, and then watch it scan you from the outside world, so you can see what everyone else can see.
Look over the results and then review what you firewall settings are if you find any holes
the one issue ive found is that by default Windows Firewall does allow for Pings, ill be writing more about this later, for now good luck! and let me know if you have any questions.