That's a complicated question. As for a software firewall, there are dozens.
How would you know what to look for to recognize it when you see it?

If you wanted to know how to tell if you had Zone Alarm or Black Ice, there
are things to look for... but if you don't know what to look for, how do you
know if you're seeing it?

Not sure how to answer this question...

Windows ME does not have a built in firewall like XP does.

If you or someone else has not installed a free or commercial firewall,
you don't have one installed.

If you installed one, you should know.

If you are asking whether or not someone else has installed a firewall
on your computer, your quickest method might be to find someone
who knows computers and can look at your setup(Installed programs,
Started programs, tray icons, etc.) and tell you.

If you have to do it yourself, google firewall, then go to the sites
displayed
and compare the program names with the list in control panel > Add or Remove
Programs. You may find a site that reviews firewalls, and that will make it
easier. Some of the more common free ones are listed here:
http://www.webattack.com/freeware/security/fwfirewall.shtml
Sorry, I don't think that there is any easier way if you are totally
in the dark.

Most, but not all, firewalls will ask you(by popping up a dialog box) if you
start a New program(just installed) that wants to connect to the internet,
so if you have had this happen, you have an installed firewall.

Hope this helps

Dick Kistler