Well, at least you're running Linux. That in itself is a sensible safety measure... Most malware and other attacks are specifically tailored to Win-OS vulnerabilities, so can't work on Linux anyway.
You can turn on the firewall at boot by default, google 'round for a HOWTO
Mind, I don't have a firewall on my PC's, but I do have one on my router. Most manufacturers offer this as standard and usually these are pretty secure, especially if you purchase a semi-professional version (or "home and small business" as they'd like to call it) by specialised manufacturers like Netgear, Linksys/Cisco, etc.