Thanks Chris and everyone, some great information coming up in this Topic! ;D
“you need to use a VPN service” ??? Not sure about this service??
Edit: Is there a ‘Free’ VPN service one could recommend?
Yes,
Use Hotspot Shield
But they show ads,
There is a way around it 
Add 127.0.0.1 box.anchorfree.net to the Hosts File.
During Install, click Custom Install, and un-check all the check boxes as well. Also, un-check the Toolbar install thing in the main install window.
You can use as much bandwidth or traffic/month as you want to with Hotspot Shield.
I have uploaded them to a blog :
Actually, here, most websites that offer Hotspot Shield to download are blocked by the Government so I put them up in a blog so that my friends can download it.
OR
CyberGhost
Their Free Service offer only 1 GB of traffic/month and bandwidth is limited to 2 Mbps.
But its worth it I say if you have need for only 1GB.
Well there are so many ways to do this. Most attempts are being performed automatically and you have to analyze your logfiles to see what was tried against your PC or against your server.
Recently I posted this in the virus and worms: http://forum.avast.com/index.php?topic=91393.0 where the abuse was performed without the victim having any influence.
So the software has a weak spot or hole/bug. When it has been found up and reported the software should have been patched against malicious abuse. When a black hacker is sitting on that particular backdoor knowledge or it is not generally known to exist any updating and patching won’t help, script blocking and firewalling might thward the hack attempts off. Another question why they should attack your systems. Wellthese two things mainly: data and money or while data are worth money, well both,
polonus
Hackers would choose Sony over the home user. 
Thanks Chris, I initially chose HotSpot Shield, 
My problem is I can’t “save” the addition of (Add 127.0.0.1 box.anchorfree.net) to the Hosts File. :-
I have attached a ScreenShot of the message Box displayed.
I tried to enter this addition before Installation, in other words, I haven’t installed HSS yet,I went to Hosts first to enter the addition, No Go ???
What am I missing,
Thanks 
I believe it is because of the lack of a file type (which the HOSTS file doesn’t have, so a in a save as choose the Save as type: ‘All Files’ that should allow you to save it without a file type.
I don’t know if it may be UAC related, but with all of those other entries in the hosts file, presumably you have done this before ?
Thanks DavidR. I’ll try the ‘All Files’ see if that does it.
Actually, no I havn’t been mesiing around in the Hosts file. It looks like all those entries are from when I used Spybot S&D a long time ago ???
Well,
There is this nice piece of software called HostsXpert
http://www.funkytoad.com/index.php?option=com_content&view=article&id=13&Itemid=31
Just unzip the file and run HostsXpert,
Click ‘Editing’
Type box.anchorfree.net beside 127.0.0.1 so that it shows as 127.0.0.1 box.anchorfree.net
Click ‘Add Line’ Green button
Then Go back to ‘File Handling’ and click on ‘Make ReadOnly’
I hope it works
Click ‘Make Writeable’, then it will show ‘Make ReadOnly’
The picture shows that its already ReadyOnly.
But then, I hope you added the entry.
If you added the entry, then its fine.
Thanks for your time Chris.
Okay, I thought I would double check back in ‘Host Files’ but can’t seem to see it anywhere ???
So I don’t know if the edit worked. :-\
I can help you with TeamViewer. I will inbox you.
@Chris, keep in mind, I have not installed HSS yet.
Inbox me ??? Do you mean PM me?
Edit: just got the PM
Yes
Edit:
Fixed
Hey Thanks to everyone who post on this topic, the information is Great! ;D
And alot was exactly what I was looking for.
Great help.
@Chris, all is working fine. 8)