[direwolf-pgh]

if you use a router - chances are you're already using a NAT firewall.

McAfee is a software based firewall (which i personally dislike). It must be configured as well

An example of someone with out a firewall:
DSL modem (not router) connected directly into a workstation.
This would give the computer a 'real IP' on the internet - open to any/all traffic.

hope this helps