I know many regulars here (including me) are looking for a good firewall solution, so this article might help 
Firewall protection fantasy doused

Firewall protection fantasy doused
Quote
Free firewalls are better than their paid-for cousins. That is the surprising conclusion of a test of desktop firewalls by security researchers.
Researchers at David Matousec's matousec.com carried out tests on 21 leading products using 26 assessment programs known as "leak" testers. These simulated a total of 77 test attacks on firewalls, configured using both out-of-the-box and optimal security settings. Each firewall was then awarded points based on its ability to pass each leak test in both modes.
The only two products to achieve a rating of "excellent" turned out to be free-to-use software, the Comodo Personal Firewall v2.3, and the Jetico Personal Firewall v2.0 beta.
(snip) At the very bottom of the list in 21st place scoring a resounding zero, came Microsoft's own firewall ...
(snip) The researchers also hit the products with a "fake protection revealer" (FPR) designed to catch out software that had been optimised to pass some security tests without necessarily offering real-world protection. Only one product fell seriously foul of this test, Outpost Firewall Pro 4.0 ...
















- carpe noctem