Stay clear of Zone Alarm security suite. The standard freeware Zone Alarm firewall should be fine. The security suite like many other packages has tried to cram too much into a single software package. I have found it to be unstable until it was updated, the updated version has been fine until I discovered it was locking up my system after conflicting with other software. The software will get better but at the moment I would not recommend it.
Try the free version of Kerio Personal Firewall – apparently it’s better than all the expensive cometition and I have no problems with it.
http://www.kerio.com/kerio.html
I favor Zone Alarm, but thats my personal preference. Any firewall is better than no firewall.