So how do you know for sure if the firewall you have installed does what it's advertised to do?

A few software downloads can help you easily identify potential security threats before they're an issue.

Test from outside

• ShieldsUp! -- Developed by Internet privacy/security advocate Steve Gibson of Gibson Research Corporation. ShieldsUp is a free 20K application designed just for Windows users. Once installed it contacts the ShieldsUp Web server and tests your firewall's integrity from the outside.
  
  
• Port Scanner -- Security Port Scanner AWSPS v4.0 is an incredible utility used to report and test TCP and UDP ports. You want to verify that no ports are reported open unless you've opened them yourself. To test your firewall, simply install this program on an outside computer and ping every port on your IP address.

Test from inside

• Leak Test -- another great free download from GRC. Leak Test is designed to test from the inside out, so you'll want to install it on the computer where your firewall is located.
  
  With the push of a button it will test your firewall and generate a report identifying possible security issues. The best part about Leak Test is the information and step-by-step instructions it provides on how to improve your computer's security if security issues are found.