Each time you logon to the Internet, you may be vulnerable to
hackers snooping around on your PC. Hackers are unscrupulous
programmers who spend their time searching for weaknesses to
exploit. Their reasons range from just being nosy to finding
vulnerable computers for use as invisble proxy servers to even
deliberately damaging your PC and your Internet connection.
To guarantee your safety while surfing, the best solution is
to install a firewall. There are commercial firewalls available
but there are also free applications which work quite adequately.
I have a ZoneAlarm firewall installed on my PC and was amazed to
see the number of times my PC was 'pinged' by external sources
when I first connected to the Internet.
If you are using Windows XP, you can use the firewall which is
included with the operating system: click on 'Start -> Connect To'
and then right-click on your Internet connection. Select the
'Properties' button, click on the 'Advanced' tab and make sure
the 'Internet Connection Firewall' checkbox is selected.
When your firewall is configured, your PC should be much less
vulnerable: all incoming data will be checked and most firewalls
will even check your applications and ask your permission if
one of them unexpectedly tries to access the Internet.