I have a feeling this is a home user computer.
A free software firewall, an up-to-date free antivirus and a free spyware detection application should do a good job at making your computer somewhat secure from online attacks.
Check
http://www.webattack.com/freeware/freeware.html
or http://www.nonags.com/nonags/
for freeware tools.
I recommend :
Outpost Firewall
Kerio Personal Firewall
AVG Anti-Virus
avast! Home Edition
AntiVir PE
SpywareBlaster
Ad-aware
SpyBot-S&D
Unless you have important datas/systems to protect or are a prime target to serious hackers a dedicated firewall is not absolutely necessary.