|Stopping your PC from being hacked into is a function of the Firewall software installed on it. Although Windows Vista has it's own Firewall, it only monitors data coming in, not going out, which leaves a PC only half-protected if a trojan should find it's way in and it starts sending data out.|
Moreover, the Windows Firewall is "silent", meaning it gives you no feedback when something is blocked in real-time.
So a two-way, third-party Firewall will give you much better protection. All third-party Firewalls are two-way, so you only need to decide how much you want to pay for it, and which one you like best.
I use Norton Internet Security which is a Firewall & Antivirus combined. It's easy to configure and use, and doesn't bombard you with endless alerts, plus I believe it's protection is second no none: http://now-static.norton.com/now/en...
If you already have antivirus software & only need a Firewall, Norton do not have a "Firewall only" product anymore. There are some free ones listed below:
Comodo Firewall: http://personalfirewall.comodo.com/