" I have no firewall, don't really see the need, or actually don't see where I would put it unless it's on all computers, right"

Wrong!!! (would you live in a house that does not have locks on the doors)

1) Get yourself a firewall for starters...(and yes installed on your PCs)www.zonealarm.com (one recommendation)
2) If you dont need ftp/mail or any other servers running on your PC, shut them off
or control access and permission to them..
3) Might want to scan your entire system for vulnerabilities by a trusted 3rd party ..Try these guys: http://grc.com/default.htm (choose "shileds UP" for starters)
4) Might want to also scan your PC for viruses by another trusted 3rd party vendor
www.commandondemand.com

and last , read all the threads/tutorials on security/

Give those a try..

Im sure you will get more feedback from others as well...

Cheers