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You shouldn’t have a plug coming directly from your cable or DSL device (sometimes incorrectly called a cable or DSL modem) into your computer. That network plug in your computer was designed to be connected to a TRUSTED network, not the Internet.
The cheapest and easiest solution for this is a router. Typically, people use routers to share an Internet connection with multiple computers in a household, but even if you only have one computer this is a good investment. The router, unless it’s default configuration has been radically altered, will not allow unknown entities on the Internet to connect to your computer. In fact, without using ultra-sophisticated network-cracking techniques, unknown entities on the Internet will not even be able to tell your computer is there.
The router itself cannot be attacked because it doesn’t do anything but route information for other computers. Unknown entities can see the router, they can try to attack it, but they can’t get it to do anything, so the attacks fail to cause any harm.
Right out of the box a router will greatly improve your security. To increase your security a bit more, take time to change the default password for the device. Write it down on a label and stick the label to the bottom of the device (If anyone malicious can get to this label, they don’t need the password).