Hardware firewall: In ur router:
1. Change default login configuration [192.168.1.1]
2. Disable remote administration
3. Enable NAT and SPI [Most important step]

NAT [Network Address Translation] --> Hide/mask ur ip address
SPI [Stateful Packets Inspection] --> Block intrusion

Software:

Sunbelt Kerio Personal Firewall

Kerio stop releasing it ....sunbelt jz took over, in 2005.
Lotsa pros using it, wat's more --> it's a freeware.

Or u can opt for industry leader --> ZoneAlarm
Noob jz follow wizard instuction le.