You can use Probe Shield in the Tools section to determine if you are protected or if you have any holes in your security system.
Properly set up, most personal software firewalls provide a good level of protection. Unfortunately, in December, 2000 the Gibson Research Center released a test program called LeakTest that showed vulnerabilities in most major software firewall programs. Norton Personal Firewall was one of those. The only major software firewall to not fail the LeakTest testing was ZoneAlarm. It should be noted that Symantec immediately began making changes to their Norton line of firewalls to patch the holes found by LeakTest. As of this writing, those changes had not been implemented or released. (When this situation changes, if someone will Instant Message a moderator, this comment will be edited to remove this notice).