Built-in Firewall
Leopard comes with a built-in firewall. This is the same as Windows. Also the same is that outgoing packets are not stopped by the firewall which means that if your computer gets infected then that malware is allowed to reach out to other machines on any port it wants. Hopefully that won’t happen.
To configure the firewall go to System Preferences and choose the Security panel and then select the third panel called Firewall. By default on my machine it was set to Allow all incoming connections, i.e. the firewall was turned off.
More restrictive choices are to Allow only essential services or Set access for specific services and applications. After making the latter, most restrictive choice, whenever an application wants to access the network you will be asked whether to allow it or not. Leopard will remember your choice so you only have to do this once. You can come back to this panel to change the setting for that application in the future.
It is also recommended that after choosing something other than the default that you click on the Advanced… button at the bottom of the panel and Enable Stealth Mode. This will hide the closed ports from any potential attacker which provides even more security. You can also choose whether to keep a log of firewall activity.
Note for the non-security-wise readers. If your computer is connected to the Internet by a router then you already have an excellent hardware firewall in place. Utilizing the software firewall on your Mac is just an extra layer that you may not need but there are circumstances when it can be essential. For example, if you have other computers on your network that you don’t control (e.g. used by click-happy teenagers) and they get infected by malware then the firewall in the router won’t protect you because the other computer is on the inside with yours. On a modern, fast computer the overhead shouldn’t be noticeable so it doesn’t hurt to have the extra protection.