Sygate is a very good free personal firewall.
Here's what's new:
- Windows XP Support
- Customizable Advanced Firewall Rules
- Ability to Configure Global Settings such as trusted IP addresses
- User-friendly Rule Viewer & Rule Editor
- Message Console to display security alerts and system information
- Unique Dynamic Help System assists users with rule creation
- Enhanced ability to capture and log packets per rule
- Ability to control incoming and outgoing ICMP packets by type
- ICS Support for Ethernet connections with Windows 98 SE.
News source: Sygate website
Download: Sygate Personal Firewall 4.2 (Release Build 867) (3.75Mb)