Attacker's have just comprised your system. You only left it to your ISP, to protect you from attacks.
Lets look at firewalls that can help you get on your way of securing your system. A Software firewall such as ZoneAlarm, Norton, my personal favorite Blackice Defender. These are just examples of software firewalls. Download one from a secure source, like the vendor of that product or purchase at your local store. So even if you can't afford one you can obtain a good one. Once installed, check out all the options that you can change to configure it 2 your liking. If you newly installed any *nix distro try ipchains, Linux Journal, and others say its very good.

For the Paranoid: After installing a software firewall install a hardware firewall.
They come in black boxes like routers, and are programmable through a smart card that connects to your PC. 2 set the configurations that you prefer!!

hardware firewalls are more secure than software firewalls, though they can run U from $79
to $400 but combined together you'll be more secure.

Ps, check your syslogs, or what ever log your firewalls logs attackes to!!

It's beeeeeeeeeen ƒ|_|N peace!!!!!!!!!!!