I have a netopia router with a built-in hardware firewall. I initially started with all ports blocked, and only opened the ports I actually use. However, over time and since I use my computer to do a great many things (P2P, Gaming, Development, IM, etc) there are now a great many number of ports open.
Personally I hate software firewalls, and I've have pretty good protection with the netopia. I believe the trojan got in when I clicked on a file within my LAN. It was included with a file from a trusted source, so I assume the person wasn't aware of the offending program.
I'm going to try ZoneAlarm when I get home from work today and we'll see how that goes.
Btw, is there any kind of program that will allow you to see what's being called on in memory, etc...ie: Kind of like a packet sniffer, but for program tasks (other than task manager, since that doesn't necessarily show you what is being called and how)?
And finally, I blame Cheney...
mrC