When you connect to your ISP, you are potentially opening your computer to the world. There are 'naughty people' out there who enjoy hacking into other people's computers. Give some thought to the security of your computer...
If you are using a dynamic PPP link (you do not have your own IP number), then you are probably reasonably safe unless you remain connected for a long time.
If you have a permanent PPP link, then unless you take steps to secure your system, you are running very great risks of being attacked.
Red Hat 3 users should consider upgrading to Linux kernel 2.0.x and installing the ipfwadm-2.x rpm (available from the Red Hat ftp site) and making use of the packet filtering protection that this provides.
Red Hat 4 users should install the ipfwadm-2.x rpm and set up a packet filtering firewall.
In both cases, please consult the ipfwadm documentation as to how to set up a filtering firewall on the PPP interface. However, there is a considerable amount to consider when extablishing a firewall and you will find that the O'Reilly and Associates book "Building Internet Firewalls" by D. Brent Chapman & Elizabeth D. Zwicky (ISBN 1-56592-124-0) to be of inestimable assistance. (see *Building Internet Firewalls for details on the books contents).