Nothing if you don't keep processes on background and you open the right 'ports' to your software firewall. Clearly a hardware firewall is better.
Wilbur~ It's completely safe, and trust me, it works. I had a "tune-up" done to my laptop a couple months ago, and it's still going strong. My CPU usage was nearly maxed out all the time, you talk about a slow computer!! The tech took off a lot of the stuff I had thought for years was the best/safest free apps out there and installed some that I had never heard of. This was the best money I've spent in a long time. Two thumbs up for these guys. http://www.tuneuppros.com/