From TheBestCaseScenario

[edit] Firewalls

A firewall runs in the background on your PC monitoring the incoming and outgoing data, if it sees data that shouldn't be there then it will alert you, this helps prevent hackers, virus and spyware accessing your PC. They should be used at all times today as Virus can spread faster than lighting.

[edit] Firewall Software

[edit] Free

Ashampoo Firewall (Free Ver.)

C.O.M.O.D.O Firewall

[edit] Not Free (Some may have free trials)

Ashampoo Firewall

F-Secure Internet Security

Lavasoft Personal

Zone Alarm Pro