So, am I to understand that you are surfing the internet, likely with broadband access; and you do not have a firewall?
No one, and I do mean no one; is going to be digging around in your machine if you spend 5 minutes setting up a firewall. A broadband wireless router will take all of 5 minutes, and will cost you around $50.
If you prefer to pay less; there are software firewalls available for free as a download. Black Ice and Zone Alarm come to mind as pretty easy to use and 'free' software downloads.
Then, there is also the free and built-in firewall in WindowsXP.
If you are connected to the internet, and are not using a firewall; the gov't is the least of your worries.
But my favorite question to people is when you use the MS update utility in XP, and the screen pops and asks, "No information is being transmitted to Microsoft at this time, do you believe that?
You would be impressed with my setup. I ran a Hardware site for 4 years. I gave it up because the curve flattened on impressive performance increases. I got bored with 4% increases for 500 bucks.