I suggest using a software like ZoneAlarm. I've had a lot of success with it in the past, and its free. It blocks all incoming and outgoing internet traffic unless you "allow" it to go through. At the beginning, this is annoying, because all of your programs start asking you for permission. After you "always allow" the programs that frequently access the internet, you're in the clear. It's amazing how many programs try to access the internet from your PC, or how many PC's out there are trying to connect to your computer out of the blue.
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