On my home PC, I have 3 layers of protection - from a DSL modem/firewall, another software firewall/anti-virus software package which I was only first testing, but found it caught a few things and did not take up too much resource, and the norton virus scan.

Simple answer to "should they be let through": always NO unless you are trying to do something on the computer and it does not let you.

For example, I was doing a microsoft webcast meeting/training through microsoft with Microsoft's Live Meeting software, and something was tried to get through and I said no - and then of course it did not work. So I simplely said yet to that only next time and worked after that.

So unless you know you want an outside connection, you can almost always so no. :-)