There are several good free firewall software programs, but one of the Best Free Firewall programs is ZoneAlarm basic. The basic version of ZoneAlarm has all you need and it is so well optimized you will never know it is running in the background until it warns you of a possible problem. ZoneAlarm is a little naggy but, you can tell it to stop reminding you that Internet Explorer is trying to access the Internet by simple checking a box and telling ZoneAlarm not to keep asking.
Some of the expensive commercial products are not that well optimized and slow down your computer by doing many unnecessary scans. I use to by Norton and McAfee each year, but since I started using ZoneAlarm I have never had a reason to change. Besides now I use imaging software so if I ever do get compromised or infected I simple restore my operating system from a know good configuration in about 10 minutes. Imaging provides a fresh well optimized operating system that runs fast as if it were brand new.
Norton Ghost and Partimage are the two imaging programs I use and teach my students to use. Partimage is free Open Source and runs just like Norton Ghost from a Live Linux CD. Live CDs are bootable and run independent of your hard drive. I like to use Norton Ghost because I can run it on a DOS bootable CD and it runs very quickly. I restore 35 lab computers on a daily basis and it takes me about 10 minutes to restore all 35 computers form a compressed 6 gig image that includes SolidWorks.
Like can be good with a little knowledge and the right tools.