First of all: If you really want to be safe when connecting to Internet ... use a Linux distribution like Ubuntu.

But if you're unlucky to use Windows, well then you should use a firewall software and whenever possible, use anything else then Windows integrated one.

Comodo Free Firewall

Finally, I found a decent replacement for Outpost which was my favourite for a very long time.

Comodo Free Firewall is not only a simple firewall, but has several intelligent protection mechanism to protect your machine against any kind of malware, it learns continuously which applications performs what kind of actions, so any alteration is detected. You can submit suspicious files to Comodo for analysis.
And it is completely free of charge, and fully functional.
This fact and that it consumes much less memory than Outpost makes this one my favourite.

Outpost Pro Firewall

Outpost Pro was my favourite firewall for a long time.
I liked especially its low impact in the systems performance, its excellent attack detection mechanisms, its possibility so see all data flows through any TCP/IP connection and its logging system. Apart from being a good firewall, it is a good tool for debugging internet connections. It also detects alterations of executables, but when monitoring dynamic library loads, the system impact is noticeable.

ZoneAlarm

For some time I used ZoneAlarm, but finally discarded this firewall of its bad impact on the systems performance.

AVG

AVG is another firewall which was free software, but I'm not sure anylonger about this.
It never convinced me, because you couldn't see what was going on under the hood. Maybe newer versions have evolved decently.

Network Brigdes

Network bridges are handy when used with virtual machines, for example using virtualization software like Virtualbox.

How can you create a network bridge?

Ubuntu

The following command line instructions create a bridge between the physical ethernet connector eth0 and a virtual host adapter vbox0 from Virtualbox:

sudo -i
apt-get install bridge-utils
ifconfig eth0 10.3.3.1 netmask 255.255.255.0
brctl addbr br0
ifconfig eth0 0.0.0.0 promisc
brctl addif br0 eth0
dhclient br0
brctl addif br0 vbox0
ifconfig vbox0 10.3.3.2 up

These instructions create a bridge called br0 and sets a static IP on the vbox0 adapter.

Windows XP

On Windows XP (I haven't and will never try it on other Windows versions) things are much easier:
Just select the two network adapters (f.ex. a physical and a host adapter from Virtualbox) that you want to connect from the network explorer, and click with the right mouse button over on of them.
You'll find a menu entry like Create Bridge.
After a while, a new icon appears, representing the new bridge which is fully operative.
If you want to unlink the adapters again, just delete the bridge icon.

Remote Desktops

UltraVNC is a powerful, easy to use and free software that can display the screen of another computer (via internet or network) on your own screen. The program allows you to use your mouse and keyboard to control the other PC remotely. It means that you can work on a remote computer, as if you were sitting in front of it, right from your current location.

UltraVNC runs under Windows operating systems (95, 98, Me, NT4, 2000, XP, 2003...). Its embedded Java Viewer allows you to connect (and make File transfers) from a simple Web Browser on any Operating system supporting Java (Linux, Mac OS...) to an UltraVNC server.

You can connect directly from your Ubuntu desktop with tsclient (Applications --> Internet --> Terminal Server Client).
Previously, you have to ensure you have the VNC Client installed as well:

sudo apt-get install vnc-viewer

Then you can select VNC as connection protocol to connect to your Windows box from Linux.

Tip: Use the special F8 key

Most of the VNC clients have a special mapping for the F8 key. A menu will open and you can

• send the F8 key to the remote desktop
• send Ctlr-Alt-Del to the remote desktop
• change the preferences of the VNC client
• and other stuff depending on the client
  

Thunderbird

Mozillas Thunderbird

Useful extensions:
There are lots of extensions available, but only some should be installed, 'cause a huge amount of extensions installed, will slow down the overall performance.
This is the list of extensions, I really recommend to have:

• Addressbooks Synchronizer
  Synchronizes selected addressbooks
  
  • with local files (resp. files on network shares)
  • with files via FTP or WebDAV (http or https)
  • with files stored in an IMAP folder
• Lightning
  An integrated calendar for Thunderbird.
  
• MoreColsForAddressBook
  Adds to the address book more features, like the possibility to edit some properties in multiple contacts with just one action, adds an extra tab with the birthday date, the spouse name etc.
  It can be used in conjunction with ThunderBirthDay (see below).
  
• MR Tech Local Install
  The primary goal of this extension is to provide the tools needed to install and manage extensions and themes locally.
  (Note: This extension can be used also in Firefox.)
• NotTo
  Enables you to avoid sending mail to specific recipients when you use mailing list containing a lot of recipients and you wish to avoid sending the mail to specific individuals.
• Quote Colors
  Configure text and background colours for different quote levels in mail/news messages.
• Signature Switch
  Switch the signature on/off or choose a new one from your predefined set.
  Additional features include the support of fortune-cookie-files and automatic switching based on recipients.
  
• ThunderBirthDay
  Display birthdays from the Thunderbird address books as events in Lightning.
  Needs the MoreColsForAddressBook extension as well.
  
• WebMail
  This extension integrates web site based email accounts (like Hotmail, Yahoo, AOL, ...), which allows Thunderbird to download and to send emails using the web site.

Note: On Ubuntu you shouldn't install any extension directly from your applications menu, but from the .xpi, otherwise Thunderbird can't update them automatically anymore.

Related software:
You might like to use Mail Notification for receiving advises about new mail arrivals in your mail accounts.