I would like to mention my love of this well known program, Peer Guardian 2
which can block "bad" IP's from accessing your computer. It isn't perfect, but it helps. It can prevent people such as the RIAA, MPAA, hackers, advertising companies, spyware companies, and other bastards from connecting to your PC. I wouldn't rely on it to let you safely DL 1,000 songs, but it reduces your risk of your PC being probed. It won't work on MUTE, because MUTE doesn't use direct IP connections, but Gnutella (used by Limewire, Bearshare, and some other clients), Fast Track (used by Kazaa, Grokster, and many others), Bittorrent (used with anything that uses .torrent files), and OpenNap (used for Lobster, Gaim's Napster Protocol, and some others). It will also prevent those bad IPs from probing your computer's ports.