Zonealarm is a great firewall, and best of all the basic package is free.
If you want to test the security of your system and get some excellent advise on this topic a great site to visit is:
http://grc.com It might seem a little difficult to navigate this site but the time spent is well worth all the valuable info to be found here.
Good luck!
[This message has been edited by bigrockk (edited 04-11-2003).]