Shields up! will allow you to test the security of your Internet conection. If you have a firerwall, you will know if it is correctyl configured. If you don’t, you will know what risks you are taking.
I invite you to visit the rest of the web site, too. It covers security aspects linked to an Internet connection (more for personal computers than enterprise networks, though). You will even find good comparisons and selection of tools like personal firewalls. Recommended.