How secure is my Internet connection?
Whenever you have an open line to the Internet you are at risk If you have just one computer connected to the Internet make sure that you have disabled file and printer sharing on your system. Go to control panel and then select network and make sure that file and print sharing is not there, if it is remove it.
Know how open your system is, that is the starting point.
http://grc.com - this site will probe your system and let you know of any leaks. GREAT starting point, it will scan your system and report any security issues and how to resolve them.
A personal "firewall" between your computer and the Internet is a must if you have any type of network. You can read more about them at: http://grc.com/su-firewalls.htm
How much information can someone get from you? You would be SHOCKED to find out what a website can learn from your surfing habits. Firewalls only defend PC ports that allow file sharing; they don't hide your browsing habits. To see what information you're giving away, check Privacy.net's Anonymizer analysis page http://www.privacy.net/ , which lists the sites you've visited and any cookie-related information they deposited on your PC.
Another site to visit to learn about security leaks your system may have on the Internet is from Norton, the check will mainly look for holes that their software blocks hence they will promote their own product Norton Internet Security: