There are more than one definition of that, both hardware and software solutions. The hardware one is to close all the ports on the router you use to connect to the internet and enable the firewall on it or even use a computer as a router using BackTrack and enabling the firewall there and use ether ape to monitor all connections. If you don't want to use an extra computer you should install wire shark on the computer and NEVER use public internet connections. Those are the biggest enemy of a windows laptop. Also in the terms of someone stealing your laptop you should encrypt your HDD with at least 128bit AES encryption using 10+ character password with upper and lower case letters, numbers and symbols.
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