just wondering if there is any point in me setting up lots of security if i'm not using linux as a server. most crackers will look for easier targets such as windoze and they will be more interested in servers so is there any point in me setting up a firewall.
i'm more worried about privacy and anonymity which i need to look into more. so is there much point in me setting up a firewall since my system seems pretty secure the way it is?

There are a couple of factors to think about.

If the system isnot on the internet than forget any security.

If the system is directly connected to the internet than here are some pointers:
If you do not want to telnet to to your box from the internet or telnet from anywhere than stop the telnet server and ftp server if that is also worthless.
run this command: ntsysv and uncheck any services you don't need.

If I didin't cover anything that you wanted to know then post back.

Hope this helps.

i use suse 7.3 and whenever i try to run any commands i cannot, which really annoys me and i am logged in as root. also could you tell me of any proxies i could use and they have to be TOTALLY free, provide true anonimity like (like safeweb did before it closed down) and be at a reasonable.
what i want may not be availible at a free price but if you could find a reasonable proxy then lots of thanks in advance.

Would be better if you check if the executable's path is in your $PATH statement and if thats the case check your shell's init files, and/or if the executable's aren't on some partition that's mounted with noexec options and if that ain't it, give us an example of what you're trying to do, and exactly what output youre getting.

Good free (anon) proxies are scarce these days, because a lot of em get abused by leet scriptkiddies, just searching the web with the terms "free proxy" would show you enough sites like proxys4all, magusnet, etc, etc to check.
Btw, "privacy" and anonimity are scarce themselves. There's quite a few tricks out there to get some of your data. https ring a bell to any privacy freaks here? :-]

But to give an answer to your first question in this thread: yes. In the end any linux box is a better target since its more powerfull compared to your average wintendo box. A firewall is the most simple, easy and sure way as a first step to securing your box. Especially since your interested in provacy, an fw can also help to show you where traffic from and to your box goes to...

If you want some basic info on how to secure your box I would like to suggest you read up on the last say 40 threads in this forum, there's a true cornucopia of info here.