Well, most users have the Windows Firewall installed and running. It’s safe and simply, but if you need something more advanced try Comodo Personal Firewall. PC Magazine writes about it:
Comodo Personal Firewall 2.0 brings excitement back to the free-firewall category with a spiffy interface and impressive performance. It protects any Windows 2000 or XP SP2 system from hack attacks, and it blocks unauthorized programs from using the Internet—even programs whose malware-style trickery fooled the other free firewalls.
Comodo Personal Firewall is a kick-ass free firewall. It keeps hackers out and tricky unauthorized programs off the Internet. And it resists being terminated. It works as well as all but the best for-pay firewalls—and did I mention it’s free?
Get the download here.