I assume you're using Windows? If so, as Bobbyraw said, ZoneAlarm is pretty good. You can get the free firewall at download.com (search for "ZoneAlarm Firewall" without quotes - should be the first hit).
No one has posted to this discussion for at least three months. Please let old threads die and do not reply to them unless you feel you have something new and valuable to contribute that absolutely must be added to make the discussion complete. Otherwise, please start a new thread in this forum instead.