If I did a full install of slackware 9.1, am I protected using my broadband connection? I mean is it minnimaly protecting me. They say that you have to configure everything, does that mean I have no fire wall as of now?

I don't believe that the normal install for Slackware 9.1 gives you a running firewall. Do you have a router between you and the broadband connection? If so, the router usually can provide all the firewalling you need. Why don't you go to this neat website: www.grc.com and use their [free as in beer] 'Shields Up' service to test your internet security level. That will tell you how exposed you are.
If you don't have a router, you will have to set up the firewall in Slackware. There are some good how-tos in the directories: /usr/doc/Linux-HOWTOs and /usr/doc/Linux-mini-HOWTOs