You will NOT get hacked on a home computer. Hackers are not interested in the utter drivel that is on mine and everyone else's
Firewalls are useful in stopping Trojans dialling out but to be honest, if someone wanted to put a dialler on a computer, it would not be rocket science. If you are on BB there is no chance of anything dialling out. There are at least 5 programmes that can by-pass firewalls, 'TooLeaky' having the Gibsonmeisters' grudgingly awarded seal of entry. The Cult of the Dead Cows' Back Orifice, cheekily named after Microsoft's' Back Office, could easily be put on a target computer, if one was really trying and the firewall would still be asleep dreaming of bytes.
However, like my computer, most home computers contain utter drivel which is important to the owner but naff all use to the great unwashed. Bank and credit card details can be culled much easier than rooting through turgid files on a home computer. Hacking is NOT about breaking into home computers, it is about getting onto networks using passwords.
The 'alerts/attacks' are merely computers on the net asking your computer if it is still connected; these queries are called 'handshakes'. When you are connected to the net you could be going through many servers and routers. This occurs in a millisecond, so you do not notice. All these routers and servers need to know that your computer is receiving, so that they can send images and WebPages to your IP, which is in effect, your mailbox or receiving station. When on the Net you can pass through more than 20 servers and routers and they could all be handshaking your computer at short intervals. You will notice many of the 'alerts' come from Telecoms, which should come as no surprise as they own most of the routers etc. It is also interesting and miraculous that the 'alerts' disappear when you pay for the *ahem* Pro-Version of a firewall (see Zonealarm;-) ).
If you were being hacked, I can assure you that you would not get an alert.
Turn off all the alert buttons/warnings on your firewall safe in the knowledge that you will not be hacked.
If it is any consolation, I do not use a firewall on both my computers and I am on BB. I use a firewall on my laptop only because I take it to clients...so out of respect for their fears