Hi Gail,

Just remember that there might also be a firewall within your modem/router (if you use one)...it's not always the Windows firewall that's the problem

That said, I don't use the Win firewall either. The link below has info about other good, free firewalls that are around.
FREE Firewalls for Windows - Free Firewall Download
I use Comodo, lots of people here use ZoneAlarm. If you want to pay for a firewall, there are always the big ones like Norton & McAfee...use Google to search for more info.

If you give us your system details, we can help you a bit more as to whether your modem/router has a firewall.
System details - help us to help you (click here)