I've been using ZoneAlarm for a few years and am very happy with it. Never had a problem.
I've also been reading good things about this, might try it out:
I love ZoneAlarm. I hate CA, but they have the best anti-virus, anti-spy, and now firewall software - so I have a quandry [img]images/icons/smile.gif[/img]
you can't talk yourself out of problems you behave yourself into