• can't protect from trojan horses, malware software and malicious insiders. When you receive a malicious executable attachment with a hidden trojan horse inside, your PC becomes quickly compromised.
• can't protect against connections that bypass it. A firewall permits you to surf over the internet, but if you visit a web pages with malicious javascript code inside your PC will be compromised.
• can't protect from completely new threats. A bug in your firwall could become a backdoor for an outsider bad guy who wants to break in.
• can't auto set up correctly. Firewall is a commercial of the shelf product, a generic software made for thousands of people, so it is not customized for your PC and it could be hard to manually configure it properly.

An intrusion detection system (IDS) could be a second line of defence, placed after the first line mentioned above. An intrusion is an attemp to compromise the availability, confidentiality and integrity of your PC. This is what an IDS can do:

• check integrity of your system files for unexpected modification
  
• check log files to recognize intrusion patterns signature
• prevent denial of service attacks blocking the attacker's host machine
• monitor listen port activity
• real time network packets capture and analyse using sophisticated threshold crossing or pattern matching techniques
  

An example of an open source portable IDS is Snort , a network based lightweight software that inform you whenever an intrusion is detected. It uses anomaly detection system model. Simply speaking this model defines metrics and monitor them to detect abnormal system usage which could lead to an intrusion.