I recently wrote a small whitepaper on the reason everyday users like you and me need to install personal firewalls such as zonealarm etc. Just thought I'd share it with you
The Case For Personal Firewalls
btw Sometimes that link doesn't work I have no clue whats going on, if it doesnt work by clicking on it, try pasting it directly into the browser.
I agree that everyone using the Internet should run a Personal Firewall on their computer.
PF's protect you from programs trying to enter you computer as well as from programs trying to send data out of your computer. This will help you detect not only trojans, but spyware and some virii as well.
However you have to remember, for outgoing traffic, that PF's will only warn you if the damage already has been done. This means that you cannot use a PF without a decent virusscanner with an up to date definition lists.