January 15th is Personal Firewall Day.
This launched in 2004, but as far as I can tell the website hasn't been updated since then. The website is mostly about commercial firewall software, but there are free options as well. Whether running Mac OS X or Windows XP, at a minimum make sure you turn on the built-in firewalls.
If you want to go one step better, ZoneAlarm (free) for Windows and Little Snitch (fee) for Mac OS X add outbound connection monitoring as well.
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