Hi I.N.K.,I agree with Dan O,"If you want Internet protection get a good firewall, such as Zone Alarm Pro".This is the firewall I use and since I installed it I have had no problems.Just make sure that,whichever firewall you use,you make use of the "help" option, and if you have any problems that you need help with,I am positive the fine people here will help you.
As for the GRC thing,there are as many opinions as there are sites on the net.Personally,and after testing some of Gibson's "solutions" myself,I found that a firewall offers an easier and less confusing way to protect a computer from unwanted intrusion from the net.
The final decision is up to you,but I highly recommend ZoneAlarm or ZoneAlarm Pro.You can find both here for the free ZoneAlarm:
http://www.uant.net/firewall/zonealarmguide.html
or here for the purchased version of ZoneAlarm Pro:
http://www.zonelabs.com/store/appli...k2.skuList&&zl_catalog_view_id=201&lid=nav_db