This is an excellent (and free!)
firewall package that has probably saved me from countless viruses.
I only wish had installed it before the Blaster and/or Welchia32 worms
did a number on my hard drive a while back.
It is easy to use, but I should note that
it does have to go through a brief learning period during which time you
have to tell it which programs to allow access to the internet (e.g., your
web browser(s), email programs, etc.). This is annoying, but it is
an essential step that at least gives you control. You can always
revise these permissions later if you need to.
Link: http://www.uant.net/firewall/zonealarmguide.html