IP Adresses trying to conect to my computer?

Since yesterday, different IP adresses have been trying to make a conection to my computer, which my Mc Afee have thankfully blocked. I know this is a problem, and I want to get rid of this IP adresses trying to make "contact" with my computer, but my anti-virus can only block them at first. Anyone knows a way to stop this IP adresses from trying to make conect to my computer? I lack much of computer knowledge, so any advice would be appreciated.

Put up a firewall if you haven't already. Take the time to whitelist the traffic you want and block the rest.