[raaman]

Can our computer be protected by a firewall or proxy? If so, how?

[castbound]

Can our computer be protected by a firewall or proxy? If so, how?

Every Windows OS has its own firewall and additionally you can download some firewall softwares . Firewalls can be a really good thing for your computer ! = ) Search for firewall softwares on Google and I'm sure you will find some good ones.

[KloeRinz]

They're actually supposed to, but... I don't use them.
I don't know... Firewalls usually prevent me from playing games, so I just turn it off.