If you have a computer at home and use the Internet regularly, you should look into having a firewall.
The function of a firewall is to block "open ports" while you are on the internet. A firewall can be a physical device attached to your computer, or it can be software that is installed.
There are many firewalls available. A free firewall appropriate for home use, Zone Alarm, can be downloaded from www.zonelabs.com. Other commercial firewalls are available from companies such as Norton or McAfee. You can read further information on why to use a firewall from the United States Computer Emergency Readiness Team (US-CERT) here.
Here you can use the ShieldsUp web page to safely test your computer for open ports.