The best way to determine if your computer's (or router's) firewall is working and optimised is to effectively try to penetrate it. Browser-based utility ShieldsUP! tests your firewall for vulnerabilities and kinks in your computer's defence.
After you give ShieldsUP! permission to run tests on your computer and choose a test type, it looks for weaknesses and openings that hackers and intruders can use to attack your machine. You can test in five different categories: file sharing, common ports, all service ports, messenger spam and browser headers. When a test completes, ShieldsUP! will displays the results and offer suggestions for how you can improve your security, with detailed explanations. It's a good tool for evaluating your computer's security and determining whether you need to amp up your computer's defences.
Share how your computer fared in the comments.