Internet Firewalls: Software
So you are asking what a firewall is, right? Here is a brief description of a firewall. A firewall ABSOLUTELY ISOLATES your computer from the Internet using a "wall of code" that inspects each individual "packet" of data as it arrives at either side of the firewall - inbound to or outbound from your computer - to determine whether it should be allowed to pass or be blocked. The user of course controls this. Remember that there is no perfect firewall! One of the TOP firewall solutions is a Linux firewall, where a separate PC which shares an Internet connection and separates a network from the Internet and the network by a firewall. Linux firewalls are superb firewalls but are hard to setup for many Windows users, because of the general complexity.
In an unsorted order, here are some firewalls that I rated from personal experience and rating from other sources, recommendations, and use.
McAfee Firewall - Make sure you update to the latest version to address small issues seen in previous versions. 3.8/5
Sygate Personal FW (FREE) - Free for personal use. Still, customizing the firewall isn't easy and really available. Consider updates if you will be installing it or use latest version. 3.5/5
Symantec / Norton - Make sure you update to the latest version to address small issues seen in previous versions. Norton had an automatic rule creation on in the previous versions, and that was a real bad idea. Many issues are now addressed in the newer versions. 3.5/5
Tiny Personal FW (FREE) - Real excellent free personal firewall. Use this firewall if you are more technically orientated and want total customization of a firewall. Very highly recommended for knowledgeable individuals. 5/5
Zone Alarm (Free) & Pro (Not free) - Good 'out of the box' protection and simple setup. Firewall is not as customizable as Tiny Personal FW, but Zonealarm is very widely known. 4.5/5
In unsorted, here are some firewalls that I do NOT recommend at all for use. Personal experience and reviews showed me that these are not for anyone's use who wants a secure network.
BlackICE Defender (Not a firewall, but a program to monitor traffic)
Conseal PC FW