Don't forget to have the beer first.

Also, if you run a separate firewall program like the excellent and free
Comodo you should turn off the Windows firewall. Running two firewalls at the same time can result in strange things happening.
Both Windows and Comodo firewalls stop incoming rogue intrusions but Comodo will automatically stop outgoing connections. Questionable software can piggyback on legitimate programs if you pick the wrong download site, then the rogue program tries to phone home but Comodo will block it.
Wayne