Except that, if someone had broken into your computer and found interesting files, and had decided to steal them, there would be no indication. What harm that does depends on what you keep on you computer, of course.
I can almost garauntee your comptuer has been scanned at least once every ten minutes every time you log onto the internet. Firewalls prevent those scans from returning any data, and prevent anyone from getting in again even if they have previously been in.
I woudnt run a system without one on the internet. At all. In the past 3 weeks, I have logged 2053 attacks. And its not as if I advertise this system or have anything interesting to steal.
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