It is very ill advised to use the internet without using a firewall and very much so if you trade online. As an example today alone my firewall has blocked over 50 "high risk" attempts to get into my computer and without a firewall they are in.
It may be that you have a problem with the particular firewall that you are using so try this as it is free to use and is simply excellent. You can download it from:
Thanks Skim and Trader333. Glad to see that you're into "safe surfing"!
I think the main problem was that the MyBroker s/w had somehow become corrupted as I have been running Norton Internet Security and Antivirus 2003 for sometime without difficulty, so after initially disabling it to get it up and running (I was keen to to cover some short 3475 Feb puts) I re-enabled it again and have no further difficulties.
The Zonelabs link looks interesting - I'll mark it for future reference.
i agree with skim et al - unthinkable to use broadband without firewall - having seen the number of intruders that attempt to get into a computer connected, particularly with broaadband, but also without broadband and only dialup....