Maybe I'm against the grain in this one, but I don't see a lot of point in software firewalls for computers connected behind NAT'ing routers, since NAT destroys the end-to-end connectivity in the first place. So long as you aren't set up as the DMZ host, you are protected from almost everything anyway, just because of the way the routing works out.
Desktop machine: 2 x Opteron 246, Asus K8N-DL, 2GB PC3200 ECC Reg., XFX GeForce 6600GT, 74gb WD Raptor, 2 x 19\" LCDs, Windows XP x64
Server machine: Intel P4 3.0GHz 2MB EM64T, ECS i865pe, 1GB PC3200, 36gb WD Raptor, Windows Server 2003
Laptop: Dell Inspiron 9100 (Intel P4 3.2GHz 1MB Prescott, i865pe, 512MB PC3200, Mobility Radeon 9700, DVD+R/DL Burner), Windows XP
Linux: P3 450Mhz, 386MB ram, Slackware 10.1 (Running mySQL/Apache)