a firewall is a gatekeeper that stands between your PC and the outside world (internet). Anything that goes in or out of your PC must go through this gatekeeper. The gatekeeper will block anything that tries to attack your PC i.e Hackers, bio scans or anything that wants to gain access. The gatekeeper will also block anything that is already in your PC from gaining access out. There may be spyware already on your harddrive collecting private details about you, so you wouldn't want it to leak out. The firewall will ask you if you want to let it out or not.
Things like internet explorer, browsers and automatic updates will need to access the internet so you will need to tell the firewall that these are ok. Simply a case of clicking a button.
Firewalls can be bought as part of a security package or standalone. There are also free firewalls available which work just as well as the paid for versions. I would recommend getting any of the free ones. Zonealarm or sygate would be my choice! All of the free firewalls are available to download.
Paid for firewalls: PCworld: click here
Agnitum Outpost: click here
Sygate personal firewall: click here
Zonelabs Zonealarm: click here
Kerio firewall: click here