Zone Alarm (in terms of a software firewall) is considered
one of the best out there, and the basic version is free
(
www.zonealarm.com). The Pro version let's you turn
cookies, ads, and keeps scripts from running (very usefull
when you are "googleing" to an unfamiliar website). It
not only monitors/blocks someone trying to get it, it also
notifies you of "phone home" programs trying to get out
AND it will check your email. I've used Norton's Internet
Security, but find it clunky/difficut to use. There is
often no real guide as to how to answer an alert, while
Zone Alarm allows you to connect to their website for
additional information before you decide whether or not to
give the program the access it is requesting.
Check out this review:
http://www.pcworld.com/news/article/0,aid,111137,00.asp
Routers are effective hardware firewalls, altho they don't
block or notify you of the "phone homes"
After you select a firewall, go to
www.grc.com and run
Shields UP (a well-known site to check how well you are
protected.)
Shawn