Firewalls are important components of security, but don't prevent data theft on a public Wi-Fi network. A firewall is a piece of software that controls which computer processes are allowed to receive or transmit data. Data thieves target public Wi-Fi data traveling between a device and the wireless router.
To prevent data theft on public networks, users should make sure any websites from which they are receiving or entering sensitive data are using HTTPS protocol. Pages using this protocol begin with "https://" whereas pages without it display "http://". For non-HTTPS pages, users can setup a virtual private network. Android devices have built-in support to set up a VPN connection, found in the phone's More... section under Wireless & Networks.