For myself, I found moving to windows-user-friendly (but Linux is NOT windows) Linux Mint involved far less work than doing defensive tweaking to XP and earlier.
Although I enabled the default firewall in Mint, and later replaced it with another, even with firewall turned OFF,
https://www.grc.com/x/ne.dll?bh0bkyd2 (the Shields Up! site) Linux (Mint 10 now) returned this assessment while running No Firewall At All:
"Your system has achieved a perfect "TruStealth" rating. Not a single packet — solicited or otherwise — was received from your system as a result of our security probing tests. Your system ignored and refused to reply to repeated Pings (ICMP Echo Requests). From the standpoint of the passing probes of any hacker, this machine does not exist on the Internet. Some questionable personal security systems expose their users by attempting to "counter-probe the prober", thus revealing themselves. But your system wisely remained silent in every way. Very nice."
The license is free for all, although you can pay for support and tweakings, and you can add an AV scanner to scan for malevolent crap to mainly protect the gullibles still using Windows.
A few stumbles up the stairs, but a far better and much easier, friendlier and safer OS.
Edit to add: Anyone can try it out for themselves by simply burning and booting from a LiveCD/DVD. THe DLs are at
http://blog.linuxmint.com/?p=1587 . If in doubt, choose 32-bit. Boot from it, don't enable the firewall using the Menu/Control Center, and see what grc says.