ins- писал(а):
is it a problem if it don't have a firewall?
Definitely is.
First of all, if there are other computers around you for which you have an external IP address (probably that's a LAN through which your ISP connects you to the internet, or if you just have an external IP instead of being hidden under the server's IP), hackers sitting on these computers can try to connect to some of your services and exploit some of their holes and do some bad things. (One of my friends once told me "Why do I get a message on reboot that* 'someone is connected to my computer and turning it off would lead to disconnecting them' while I don't have a home network??")
But, even more important thing is that a firewall controls the programs' connecting to the internet from your computer. A spyware program, even if it is missed by your antivirus, cannot do any harm unless it connects to the internet. And the firewall will ask you: "your coffee pot is trying to connect to the internet; should I allow it to?"
So a firewall, unlike an antivirus, requires some thinking and discriminating system services from viruses and any other unwanted activity.
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* I'm not so sure how does this message sound in english versions, but in russian XP that's "К компьютеру подключены пользователи. Отключение питания приведет к их отключению. Продолжить?"