One of the first things you'll want to do with a new system is download updates to the operating system and other applications, activate any security software that came with your system, and install any security software that didn't. To do most of this, you'll have to get online. Windows XP and up does come with a personal firewall, although it does only half the job. Still, before you even plug in the cable that will connect your PC to the Internet, go to the Control Panel, double-click on 'Windows Firewall', and turn it on. Later, when you've got a full personal firewall installed and updated along with the rest of your security software, you'll want to disable the Windows one and simply use the 'Security Center' to confirm that your security apps are functional and up to date.