You really need to provide more information about what you are trying to do.
If its simply to block hackers from an internet connection, then Zone Alarm Pro software will probably be OK (see -
http://www.zonelabs.com ).
However, if you are setting up a full blown business site, with customer access for ordering etc. you will need at the very least a server that acts as a firewall between your local system and the net.
This is a specalised field and professional help should be sought.