How can a firewall secure my operating system?
A firewall can allow some services that you want to run locally (like Windows File Sharing or Network File System) to stay on your local network and not be on the whole Internet. It can block services that you didn't mean to have running (like a Web server on a laptop) from being accessible to the whole Internet.
A firewall cannot, however, protect you from malicious programs like viruses or worms; nor can it protect you from security relevant bugs in core Internet services, like mail servers, Web servers or DNS servers. Nonetheless, a firewall is an important part of any security strategy.