When was the last time you parked your car in a busy lot but left the keys in the ignition and the motor running? How often do you leave your house with the doors and windows wide open?

Never, of course; we all lock up our property to prevent theft and malicious damage. But if you leave your computer connected to the Internet without any special security of its own, you're leaving it as open to intruders as a house with no locks. Although your PC may not contain information that can change the balance of world power, you'd be amazed at just how much sensitive personal data hackers can find in a Microsoft Money file or in your browser's cookie file.

The best way to protect your PC from Internet intruders is to install and set up a firewall. Corporations usually run expensive hardware-based firewalls to protect their networks, but for the individual's PC, we recommend personal firewall software. Firewall software monitors your Internet connection, alerts you when an outside connection tries to access your system, and blocks that attempt if you want it to. Some firewalls will also alert you when programs on your own PC attempt to access the Internet unexpectedly (possibly indicating the presence of spyware on your system).

We reviewed five popular personal firewalls. All of them shield your PC from unauthorized entry, but one does it better than the others and does it for free.

CNET recommends
Our favorite firewall turns your PC into a veritable lockbox. Plus, it's free.

Feature comparison
Not all firewalls are created equal. Find out what protection you get from each personal firewall.

CNET Labs tests personal firewalls
See how we put these five firewalls to the test.

Stephen J. Bigelow is author of Troubleshooting, Maintaining, and Repairing PCs and CNET's PC Mechanic, as well as a contributor to CNET Software. Got a question for him? Tell us.