The computer's network connection is the gateway to your system. Your files and processor time could be available to anyone who successfully connects to your system via this network connection if other safeguards have not been implemented. One of the primary ways to keep you in control of your system is to prevent the attackers from gaining access to your system in the first place.
iptables is the most widely used firewall software on Linux systems today. This program intercepts packets coming into your computer via the network connection and filters them according to rules you have specified.