rbded

I just put a new device on my computer(really my friend)that is called a firewall.It blocks people from going into my system and collecting personal info off my computer.It also informs me if anyone has tried to get in my system.
Folks,I am in shock.At least ten times a day someone tries to get into my system and I assume gather info from it.I feel violated because how much info was gathered before this firewall was put up?
It also gives me the web adress of the person or persons responsible for this invasion.One company in Texas said that they didn't know what I was talking about;why they said would we care about your system?My friend said that hackers piggyback off of one system to get in another,so no use of trying to figure out who it is.
Another invasion of privacy.Forget the Carnivore,this is a real problem,someone actually invading my computer to take out info.Could some of these invaders be the government?