What Doesn't a Firewall Do?
Firewalls don't protect your systems against viruses. For this you need anti-virus software that scans your computer on a regular basis and your emails as they arrive. These days you can get anti-virus software that integrates with firewall software so that you can monitor malicious code and intrusion attempts from the same place.
You should also keep in mind that firewalls aren't 100% effective. A good firewall will protect you against 99% of attacks, but there is always the possibility of one slipping through. There are determined hackers out there!You thus need to make sure that you take other precautions to protect your systems, such as keeping to a regular back-up plan. Also remember that a firewall is only as good as its latest update, and it's well worth your while making sure these are current.