>>Which one do you use if I may ask?
>
>The Microsoft solution, of course. :-) If you don't want/need to lay out the bucks for that, for personal use I'd recommend Zone Alarm. It's free for personal use, and it seems to work quite well.

I'm a belt and suspenders kind of guy myself. I use Linksys's cable router and Zonealarm. Never get any hits on Zonealam though, so I may discontinue it soon.