The Firewall in Vista has been improved and includes and out-going filter, however, unless you know how to "configure" this or can call on a Rocket Scientist with a PHD in Firewalls, I would forget about it.
KIS ... keep it simple ... err, I mean Kaspersky Internet Security.
I dunno if our local supplier, Ian C, can get you a nice "cheap" copy, but KIS is perfect on my PC.
Other,
and some are free, firewalls are available ... bear in mind WE don't recommend Norton or McAfee ... and you will, with a stand-alone firewall, need an AV program + most of the other anti-nastie software to help out also.
Me, I like it to
Keep-
It-
Simple ... I use KIS, Microsoft Windows Defender and SpywareBlaster ... I occasionally run SBS&D and that is it.
I quite like IE7 as it is tied into Vista's security, though it has taken me some time to get used to it ... I also like Windows Mail,
the Vista version of Outlook Express. It is still a pretty basic email program but the slight improvement on security is good enough for me.
Remember, nothing will offer 100% safe 'tinternet browsing, we still need to act with caution, but at least the new "features" in Vista are a step in the right direction.