As far as ADSL I can only dream of the day when I will be able to get such a connection. I am stuck at 44k...sigh. But I can say this.
When using my IRC chat client I run Zonealarm, Netbus Detective and BOshield.
I have some hits on Zonealarm but I am not convinced that they are actual attacks. ZoneAlarm seems to like to report pings and such as attacks. Thats not to say that folks don't log serious attempts, but I have NEVER had one that I could verify. My girlfriend has, but Netbus Detective 5.0 caught that and not ZoneAlarm. I do know that ALL of the folks I know who have cable or DSL have
firewalls of one kind or another and that those who have tried Norton say never again. They mostly run ZoneAlarm and Black Ice.
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The line between good and evil is a razor sharp thing. Be careful of misteps,
as you may find yourself spitted upon your own blade.