zone labs zone alarm is a good firewall for free
>>> make sure you get the free version , not the 15 day trial <<<
they will try to fake you out a couple of times to get you to install purchase the full version
when you finally DL the free version and install MAKE SURE TO SELLECT THE FREE VER IN THE POP UP WINDOW
Then after you have the free ver for 30 days or so zone labs will send a pop up that says critical update for zone alarm...do not accept, this will turn your free ver to a 15 day trial that you will have to pay after 15 days
after installed there is a tutorial in your program files under zone alarm
also as void points out ..the other free firewalls, kerio is good