Privatefirewall is very simple to use and it's free.
Online Armor free Firewall
Outpost free Firewall
PC Tools Firewall
Comodo Firewall
Sunbelt Kerio Firewall
ZoneAlarm free Firewall
Private Firewall
Windows Firewall
I use a Commercial Firewall (Built inside Antivirus etc.)
I dont use a Firewall
Privatefirewall is very simple to use and it's free.