The Net can be a wonderous place, but it's certainly not a safe one. Some of these people will be deliberatly malicious and attempt to crash or break into your system.
Computer security is like defending freedom, it requires constant vigilance.
Computer security is a carefully orchestrated balancing act, too much and the system becomes oppressive and unusable, too little and you become an easy target. No computer system can ever be completly secure, even the best firewall will eventually be breached. The best you can hope for is that the time and effort to circumvent your security is more time and effort than an attacker is willing to spend trying. The more time an attacker spends trying to break past your security the more opportunity you have to discover his activities. In computer security, you see this kind of thing all the time.