Playing games on the internet REALLY opens the computer up to virus and other hacker attacks.
A combination of hardware (ie, router) and software (ie, zonealarm or other firewall product) is really optimal. Even that combination is not fool proof.
I have twice gotten virus's while browsing the web. In both cases, I don't know what happened, but I obviously clicked on something I should not have and a Java script did something evil. In both cases, Norton IMMEDIATELY caught the problem, before any damage was done.
I actually do not use game spy because gamespy requires me to open multiple ports in my hardware firewall. It just seems like something I should not be doing.
Sort of like cutting a hole in a condom prior to use.