The Internet Connection Firewall is designed to prevent Internet users from accessing the computer running ICF, and any computer on the private network behind the ICF computer. Let's see how you configure ICF:

1. Click Start, point to Connect to and click on Show all connections.
2. Right click the connection that connects to the Internet and click Properties.
3. Click the Advanced tab.
4. Place a checkmark in the Protect my computer and network by limiting or preventing access to this computer from the Internet checkbox.
5. Click the Settings button.
6. On the Settings tab, you can configure different protocols to access computers on your private network.
7. Click the Security Logging tab. Click the Log dropped packets if you want to see the connections that the ICF software dropped. Be careful about this! If you spend too much time studying these logs, you might end up really paranoid because you'll know that they are out to get you. You might also want to log successful connections to see if Internet users were able to successfully connect to your computer. In the Name text box you'll see where the log file is kept. If you are going to do logging, you might want to make the log file larger, like 10,000 KB (10 MB).
8. Click the ICMP tab. Generally, you do not want to enable any of these options. But if you want to be able to ping your Internet connection, you will need to enable the Allow incoming echo request option. Certain network applications and service may require other ICMP messages to be enabled inbound or outbound. If you are having problems with your Internet connections, you might try enabling all the ICMP options and then disable them systematically to see which one is required.

The Internet Connection Firewall does a pretty decent job of protecting your computer. However, it's not total network protection, and you should always run anti-virus software.