Be very careful who you buy from.

If you want a BFL ASIC, do not buy from butterfly labs. I bought one back in February and it only arrived a few weeks ago.

This has caused me to lose a massive amount. It will take me quite a while until I can pay off the cost, and I probably won't make much after that.

If you are looking for an ASIC, buy it from someone that has it, and can ship it fast. (One example is the block erupters, which are a little slow for what they cost, and would take quite a while to return their investment cost, but you can get them fast so they would have been good a few months ago)

Unfortunately a lot of people are phishing these days. They will get you to visit a webpage or download a file that will silently put a worm on your computer that will steal your passwords, information, and even sometimes your wallet.

Always enable two-step verification for all your accounts, and make sure you have notifications turned on. I run a custom firewall on my mining hub laptop, and I have an antivirus as well as I don't visit many webpages with it.

Check your firewall settings. Make sure that you have all the processes that it runs whitelisted.

You can do this by either pressing [Windows Key]+[R] and typing in "firewall.cpl", or by going to your control panel>system and security>windows firewall. (This is if you do not use an external firewall, of course)
Then, Open task manager by either pressing [CTRL]+[SHIFT]+[ESC], or right clicking your task bar, and clicking "start task manager".

You will see a list of open windows. Right click whichever one is your miner's CMD, and click go to process. [If you already know where your miner is located, skip to the next paragraph] Once the process is selected, right click it and click on "Open File Location". This will show you the path of your miner.

Now, in the control panel window you've opened, click "Allow a program or feature through Windows Firewall" on the far left column. Click on "Allow another program" and navigate to where your miner is.
Once you have the file selected, press OK, then check both boxes in the columns that say "Home/Work" & "Public". Press OK, and restart your miner.

[As a side note, NVidia and CPUs are not the best for mining, as they process hashes very poorly. If you are looking to get into mining more, you should either try a Radeon HD graphics card (An X9XX series (e.x. 6990)), Or if you are looking for a more cost effective way you could buy some USB Miners (http://www.amazon.com/ASICMiner-Block-Erupter-USB-Sapphire/dp/B00CUJT7TO)

Or, if you know someone locally / can find one on Amazon/eBay you could try an ASIC by BFL or someone else. But I would not order them online, as they take MONTHS to ship and they will probably be obsolete by the time you get one.