Try Zone Alarm. I used to use it prior to getting a hardware firewall and NAT.
There are loads, try your ISP they will have something they recommend
Chris (formerly R@nSiD)
Twitter
When the power of love overcomes the love of power the world will truely know peace - Jimmy Hendrix
Winner SM VFX Challenge 1
3rd Place SM SteamPunk Challenge (May 2007)