With Windows 7, you get a completely revamped firewall package. Not only do you get more control over incoming traffic, but you can finally monitor and control outbound traffic too. If you're a novice user who just wants to get work done safely, the default rules will probably be good enough for you. On the other hand, if you're a power user with a fetish for configuring every small thing by hand, the new firewall will be an incredibly valuable tool for you. So let's start by opening the Windows Firewall. Click on the Start button, then go to Control Panel. In the Control Panel, choose Windows Firewall.

click to enlarge
The first window you see is the simple window with enough information to satisfy a novice user's curiosity. If you want to play with and create new rules for the firewall, click on the Advanced settings link on the left. This should open up a new window.