VPN with public IP address
 

Hi all,
I have an adsl connection to the internet.
I asked my isp for a fixed ip address.
They assigned me a public ip address and I have my domain now.
My isp providers didn't change my adsl connection. He gave me a username and password to create a VPN connection to them. When I connect the vpn my ip changes to the public and everything works fine.
Weird way to give me the ip but it works.

My computer is behind a router, firewall. It used to work fine but now since the connection is through the vpn my computer is totally exposed.

How can I protect it from communications inside the vpn?
Will it work if I install a firewall in my computer?
Can ISA server help me?
I'm not sure if a firewall can block ports from requerests that come from the vpn.

Thanks for any help or suggestion
Diego