<i>You learn what is given to you, and the majority of the time for most people that is Windows.</i> --ZeZipster

This is what most people do, yes. And those people get what they deserve: shoddy products. Being an informed consumer is a good thing. If you mindlessly buy whatever anyone puts in front of you, then you will be taken advantage of.

Joel, Bleys is right, buy a hardware router. They're like $25, and far superior to any software firewall. Plus they let you have a home network.