Stealth all ports in Kaspersky and configure it for max security.

[Samuel]

I'm running Windows firewall behind a Linksy's router.Is there anything I needs to tweak?

By default, Windows Firewall will allow all outbound connections. That means any process (including malware) on your system can freely access internet. So, it'll be better to block outbound connections. After blocking outbound connections, no process will be able to access internet. So, you have to manually configure, web browsers, antivirus updaters to have access to internet.