Just How Unsafe Are Unsecured Networks

[Corey]

As i sit here putting in a couple hour session using Alexandria's free WiFi (http://www.wirelessalexandria.com) after checking out the Art Festival, I can't help but wonder how vulnerable my information is.

I'm thinking I should be using a software firewall--e.g., Zone Alarm. Is this line of thinking correct? Is there anything else I should do? What specific risks are there to using this public, unsecured internet?