You need a firewall of some sort. The best way is to use a hardware firewall. If you have DSL or a Cable Modem you can buy a router with a firewall built in. It will install between your modem and your computer. They can be set to deny any request to read anything inside your system. Another choice is to use a software firewall. Windows XP includes one in Service Pack 2. Another good program is Zone Alarm. The free version works fine for most people.
You can test the efficiency of your firewall by going to a site like this one. In my case, with a Linksys router (hardware) acting as my firewall it indicates that I am completely hidden on the Internet. People might know that something is at that IP Address, but that's all they'll know.
First of all, anonymity is a myth. You CANNOT be anonymous on the internet. As blackhawk said, your personal information can be traced to your IP address through your internet provider's logs. A judge must issue a warrant for that kind of information to be released, so your personal information is safe from stalkers/hackers/etc. (unless the stalker or hacker has a friend that works for the network operations center of the ISP that you use or works there him/her self - terribly unlikely). However, if you are performing illegal activity such as copyrighted file sharing, an investigator can get your name and address from your ISP.
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http://www.whatismyip.com/
Your IP does not have your name, but it acts as your computer's name on the internet so requested data knows where to go.
Lulu
Lulu
You can test the efficiency of your firewall by going to a site like this one. In my case, with a Linksys router (hardware) acting as my firewall it indicates that I am completely hidden on the Internet. People might know that something is at that IP Address, but that's all they'll know.