Windows includes a two-way, stateful-inspection, packet-filtering firewall called, cleverly enough, Windows Firewall. Windows Firewall is enabled by default for all connections, and it begins protecting your computer as it boots. The following actions take place by default:

The firewall blocks all inbound traffic, with the exception of traffic sent in response to a request sent by your computer and unsolicited traffic that has been explicitly allowed by creating a rule. All outgoing traffic is allowed unless it matches a configured rule.