If you're making a connection to the Internet, then you should always have a firewall in place, whether you're cabled direct or using wireless.
If it's a new laptop, then you'll possibly be running Windows XP as the operating system. Xp has its own built-in firewall, which can be switched on or off. But you can use Zone Alarm as well, and this will allow checking and blocking on OUTGOING as well as INCOMING data. XP's firewall only checks and blocks incoming packets.
ROGER - G0AOZ.