Hardware Firewall / NAT Router

A good discussion of NAT routers is here:
http://www.grc.com/nat/nat.htm

Although designed primarily for home or private networks, NAT routers also function as a hardware firewall that can benefit a standalone PC from external incoming threats (which is why I have one). To quote grc:

"Although NAT routers are not generally purchased for their security benefits, all NAT routers inherently function as very effective hardware firewalls ... As a hardware firewall they prevent "unsolicited", unexpected, unwanted, and potentially annoying or dangerous traffic from the public Internet from passing through the router and entering the user's private LAN network." (or stand-alone PC, I would add).

I use a LinkSys WRT54G router; since installing it my software firewall alerts  about external threats have all but disappeared. Remember that with a broadband connection to the internet (dsl, cable) you are always connected. The only device that's seen from the Internet is the router, which has a firewall. All the computers behind a NAT router are invisible to the internet.

Note that a hardware firewall does not protect against outbound threats (malware on your PC trying to "phone home" for nefarious purposes) - for that you need a third party firewall such as Comodo or Online Armor, among others, offer. But a hardware FW goes a long way towards preventing malware from getting into your PC in the first place. It does not replace the need for a software FW, but it does add that extra layer of protection.

A hardware FW also does not provide protection against unsafe practises (opening unknown email attachments, visiting porn sites or illegal crackware sites, using certain p2p file-sharing programs to download illegal files, etc). Such practises are an open invitation that allow malware into your PC, bypassing any FW defenses.

I don't use Vista, and am no expert on routers, so I can't suggest which is best for your system. You might want to ask about this on the Vista board, explaining your needs. But it is a relatively cheap one-time expense definitely worth investing in.