There's not many free firewalls around now but here's two you can try the
zone alarm is free for non-commercial use only and the
DCFirewall I know absolutely nothing about but it's free
Once you've installed a new firewall you can
do some port tests at Shields Up to test your PC's security it's worth doing as there's no point having a firewall if it's not doing it's job!
Just scroll down the page to the "Shields Up" section.