Are you still using only Windows Firewall?
Now if you are using only the Windows Firewall it only protects incoming traffic and not outgoing - most others do.
Most important to know what is being sent back home by your programs and also if something nasty creeps in via a website or more likely email attachments not protected by senders computer and so dangerous etc.
OK No 1 free firewall was Comodo -I tried it for 1 year very good but a bit too technical I found. It is a bit hard to configure and being a bit geeky helps to use it but got fed up and changed.
Feeling brave google it and try it out.
I went to No 2 at the time OnLine Armour.
Now have run it for 3 years no problems and easy to configure and understand.
Here is the page for free download for Windows if you have Mac or Linus have to navigate back to home page etc.
Just highlight it and copy then paste to a new tab on your browser as my Firefox 11 does not pick up the link here. Nor does IE8.
Easy start as it guides you along and then learns your habits and lets you know what is happening all the time - once you get used to it and dont want to know can turn the alerts off.
[Mind you my IE8 is in a bit of a pickle due to Auto updates mysteriously turning itself on which happens they say - shrug - anyway I am about to do a full recovery just check I am backed up and found my backups in a pickle too so had to format my smartware and use it as a hard drive externally - easier in fact and now have backed up all I want but not IE8 which cant be uninstalled as missing code because it has two versions in one file happens.
I may return.............spooky music plays as I am about to do the dirty deed just couldnt copy my firewall as using it so just downloaded a brand new free version ready to install if my recovery goes well.