Firewall protects your computer from intrusion by filtering incoming and outgoing traffic. It can be implemented as software or hardware. A hardware firewall is usually a box sitting next to your physical network connection (like DSL or cable modem) and local network computers are connected to it directly or though router or switch.
Internet Connection Firewall (ICF) that is built into Windows is software firewall. This means that it is a software application that runs on your computer and filters network traffic. First you need to enable it and set it up.
There is a bug in MS Windows that can slow up network browsing. It can take up to 30 seconds to browse remote computer. Reason of this delay is that Windows is scanning remote computer for Scheduled tasks.
There is a simple registry tweak to fix this problem.
Sometimes you might need to find out what is your public IP address. Depending on your network configuration it might not be straightforward. There are many ways to determine your IP address. Here are few.