Why you need a firewall
Connecting to the Internet without a firewall is like leaving the keys in your car with the engine running and the doors unlocked while you run into the store. Although you may be able to get in and out before anyone notices, someone may take advantage of the opportunity. On the Internet, hackers use malicious code, such as viruses, worms, and Trojan Horses, to try to find those unlocked doors—an unprotected computer. A firewall can help protect your computer against these and other security attacks.
So what can a hacker do? It depends on the nature of the attack. While some are simple nuisances that may play simple pranks, others are created with malicious intent. These more severe strains may attempt to delete information from your computer, crash it, or even steal personal information, such as passwords or credit card numbers. Some hackers enjoy nothing better than breaking into vulnerable computers. Viruses, worms, and Trojan Horses are scary. Fortunately, you can reduce your risk of infection by using a firewall.
(Source Microsoft)
