If you do not want to use this you can do it yourself by the following procedures
Step 1: Go to your "Start" button and choose "Control Panel"
Step 2: In your "Control Panel" open the option labeled "Network Connections"
Step 3: With your mouse, right-click on the broadband connection to be able to choose "Properties"
Step 4: Go to the "Advanced" tab and check the box labeled "Protect my computer and network by limiting or preventing access to this computer from the Internet"