egafd.com

Commodo Firewall is good and its free. Also try Sygate Fireall again also free.

Zone Alarm used to be good but I now use Comodo.

Similarly I have ditched AVG for Avast.

You'll only know which one is best for you by trial and error
What works well on mine will most likely give you the shits

Though a little out of date this page is a useful tool and the leak test a valuable way of knowing if your firewall is actually working

Comodo: I took it off because I was sick of it asking a million and one questions after setup, to determine how it should operate. I would have been ok with the initial bombardment of questions, only some of the questions were gobbledegook and unclear whether you should answer yes or no. It's too complex for its own good and not for your average install and forget type of user.

Wise words

If performance rather than ease of use is your criterion, then the Comodo firewall is the top contender. The firewall itself is very robust, and the just-released version 3 includes a well-designed intrusion detection system and Vista compatibility. Comodo also supports internet connection sharing, whereas the free versions of Kerio and ZoneAlarm do not. On the minus side, the IDS is initially rather talkative, and this may unnecessarily alarm inexperienced users. There have also been reports that the new version 3 has some bugs, so it may be better to wait a couple of months until it's stabilized. Additionally, Comodo has been known to conflict with some other security products. However, for the technically initiated who can cope with these annoyances, this is an outstanding free product and an easy first choice. Make sure that you install it in "Advanced" mode, because the "Basic" installation has the HIPS, which includes the leak test protection, disabled.

Using XP, this is probably your problem

http://www.telegraph.co.uk/connected/ma ... ows110.xml

Downloading the newest version from Zone alarms site will fix it