Sounds to me like you may want to get something between your computer and the internet. Do you have some kind of intermediary device? e.g. router, firewall.

If you have something like that you can greatly reduce the ability of any outside attacker from getting to your system by enabling nat and dhcp then changing the default range from 192.168.1.100-150 like most people do, to something random like, say, 192.168.1. 32-64. This just shakes it up and makes it a little more hard to pin down your machine' IP address from random scans.

Another useful hint to hardening your system is to shut off all unneeded networking services on your machine (e.g. remote registry editing) and changing the names of your administrator and guest accounts (Guest should be disabled AND changed if you're not using it).

If you're going to websites and this is prompting the attack then good luck, someone else can help you more with that. I'm more of a network guy. Something should be between that computer and the net.

Oh, I got a little off subject, sorry I'm new to forums. The term proxy means on behalf of, so if you just change the Ip address of your machine you're not really doing anything to help stop return traffic from any connection that you initiate. If you're going to proxy, you need to have another machine to proxy to and then that machine acts on behalf of your machine thereby taking all the risk for you. (well in theory).