You will find the vast majority of Windows users here at TIMO use either Sygate Personal Firewall or Zonelabs ZoneAlarm. Each are perfectly capable firewalling solutions, and the freeware versions generally provide enough configuration options for all but the most complicated home user configurations.
I professionally reviewed both a couple of years ago for another tech site. In my opinion, SPF is a superior option for more advanced users, while ZA is the better choice for those with entry-level networking knowledge.
Hope this helps,
Robert Richmond
Moving to correct forum..... done.