I have used kerio personal firewall for long time. Nice and very good at keepin ya safe. And its free. Give it a try. keeps my old dialup box from troubles online has for years.
http://www.kerio.com
or there is zone alarm its free too. i have used it too. but to me its bloatware. kerio does better job i think and lots mor compact
no wasted crap in memory and kerio never crashes zone alarm wasnt so it crashed every so often lol..