Firewall Protection
You need a firewall to try and keep out viruses, spyware and people looking at your PC. I say try, because programmers are constantly finding new ways into your PC.
You need to have all ports from the internet monitored (there are thousands).
You need to monitor when any program is attempting to connect to the internet, or even running another program for the same reason. Then allow or disallow the program to connect. The answer can be permanent or temporary.

Safety Net

Is FREE for personal use and after trying many other products I prefer it.
It does the job of protecting against all the things mentioned above and works in the background without bogging down your processor time.
At first it might be best to TEMPORARILY refuse unknown connections to and from the internet until you get used to what is needed (or not) which is when you can tick to permanently refuse or accept a connection.
The software options can be daunting but I just run the software in its default setup and answer about connections on a learning basis.
There are instant options to turn on or off notifications of blocking just by right clicking the icon in the task bar. Leave them on at first to get an idea of just what is trying to go in and out of the internet. When you feel comfortable with the state of protection just turn off the notifications which can get in the way a little.