Here are the links to a few firewalls:

Sygate Personal Firewall - http://smb.sygate.com/products/spf_standard.htm
ZoneAlarm - http://www.zonelabs.com/
Kerio Personal Firewall - http://www.kerio.com/kpf_home.html
Outpost - http://www.agnitum.com/download/outpost1.html

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