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hardware firewall, not software
Skip the software firewall and get a router. A hardware firewall is the only way to be certain (well, as certain as one can reasonably be) that your computer is safe from intruders. Once you have a real firewall (either a router or a dedicated computer) you can open up the computers that are behind it and share files, printers, etc. Routers with a 4 port switch are about $70 now. I have a linksys and haven't had any problems with it, but there may be better ones out there.
Search the forums, I think we've answered this question before.
Mike
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Just a word of advise dont come running up to someone and say OMG OMG its 
Hybrid Mode
