Rather than overwhelm you with reviews of every available firewall software on the market only to tell you that there's one clear choice, I'll save us both time and advise you to get ZoneAlarm.

Not only do they offer a free personal firewall that's sufficient for most home use, but more powerful options that expand coverage to every potential vulnerability present with your internet connection - including email scanning, web site filtering, and control of pop-ups, cookies, and client side scripting.