Firewall is provided with the Windows VPS and this firewall is the software firewall. Software firewall is a very good option to make your VPS more secured. You can also have a hardware firewall to make your Windows VPS more secured. However, you will have to pay some charges for a hardware firewall. Web hosting providers do not charge for a software firewall generally so you can get it for free. You can enable the software firewall by following the easy steps given below :-

1) Login to your Windows VPS as root.

2) Then go to control panel and then select Firewall

3) You will have to add the ports/applications which are given below to your firewall exceptions as required.

4) Now click on the Remote Desktop option

Add Port > Name = DNS UDP | Port =53 | UDP [Domain Name Server UDP]
Add Port > Name = DNS TCP | Port =53 | TCP [Domain Name Server TCP]
Add Port > Name = FTP| Port =21 | TCP [FTP Server]
Add Port > Name = SMTP | Port =25 | TCP [Mail Server]
Add Port > Name = POP3 | Port =110 | TCP [POP 3 Mail collection service]
Add Port > Name = HTTP | Port =80 | TCP [Web Server]
Add Port > Name = HTTPS | Port =443 | TCP [Secure Web Server]

5) Add Program > Browse > C:\WINDOWS\system32\inetsrv\inetinfo.exe to allow the FTP ( File Transfer Protocol ).

6) Always make sure that your server is responding to network ICMP packets. You can do this by checking whether it is enabled or not. To check the status follow the steps given below :
1. Go to Start

2. Then go to Control panel

3. Now select Windows Firewall

4. Now go to Advanced

5. Now check the ICMP settings

6. Finally Enable options

Once you have enabled the software firewall you can be well assured about your system security.

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