Should I use a firewall?
Here are some of the reasons that is necessary to use a software firewall:

Since all of us use internet for communicating and navigating to sites, we cannot be sure of all the data that we receive from the outside world. If we receive a virus, in the worst cases we will lose personal documents, will have to reinstall our operating system or in rare chances say goodbye to our hard disk. We may receive a troian or a worm which can use our computer and our connection to send themselves to other computers and infect them to, or in the worst case steal our confidential information such as name, bank accounts, visa card numbers, and send it to the person that made them.
Antivirus programs will warn us and block known threats. Software firewall will inform us also about unknown threats (that connect to the net), and let us block them before they can really harm us. It will check which application is trying to send the data in the outworld and will warn us. Then if we consider it a safe application, we can allow it to send this data; or we can block it if we consider it unsafe. That is the one use that software firewalls offer and which hardware firewalls don't; it tells us of which applications connect to the internet.
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