Well this one is a good one...Tiny Personal Firewall (TPF)..although it's not so "tiny" anymore...ha
http://www.tinysoftware.com/home/tiny2?s=8698768489789569002A2&la=EN&va=&pg=main
..it also has VPN support.
You might want to consider getting a small cheap router that has a built in firewall as well...the LinkSys ones are a lot of bang-for-your-buck because it has port forwarding ability and costs just a few bucks (under $100)...and now they also make one with built in VPN.
If you really want to be safe you can always get a hardware firewall or use a spare computer as a firewall. SonicWall makes good stuff but it costs.
Personally I sugest using a spare computer for a hardware firewall, a router with a built in firewall, then the TPF software one on the workstations. I've done this and heck I even run 2 of them on the workstations, atguard and TPF.

>Vistor;
>
>As a matter of intrest what would you suggest as a good firewall? I am very interested and concerned since I have a cable modem.
>
>Tom
>
>
>>FYI... Zone Alarm is better than nothing..but it's also the laughing-stock of all hackers, it's insanely easy to beat.
>>
>>>>http://security.tombom.co.uk/shatter.html
>>>
>>>Al;
>>>
>>>I am truly delighted and so happy to have just installed ZoneAlarm last Friday evening. For the last few days I have felt "secure". Perhaps we should turn off the computers and just write in the sand or dirt (whichever one is available).
>>>
>>>Having enjoyed a bit of time in the United States Air Force Security Service, I am convinced that security does not and never will exist in the true sense. There is always a methodology to circumvent security. It is truly a game of “out doing the other”.
>>>
>>>Thank you for returning me to reality. I will await the next event with expectation and not be surprised.
>>>
>>>Tom