new laptop ... assume Vista
vista has a surprisingly good firewall (but you need to configure it)
Your router will also have some sort of firewall
eth is right ... a software firewall is a good idea (but not vital ... unless you run a bank or work for MI5
personally I'd get me an internet security package ... not free but needn't cost lots
Kaspersky is top dog in the mags at the moment ... and the latest norton is getting some incredibly good writeups
(despite what some others will tell you)
http://www.pcpro.co.uk/news/224613/symantec-un veils-lightweight-norton-suite.html
http://www.eclipsecomputers.com/products.aspx? cat=0&subcat=161&brand=221