The FREE ZoneAlarm personal firewall program from
www.ZoneLabs.com is my personal recommendation. It can be a little "noisy" at first. But after you train it (configure) for your allowed applications it works very well. Be very judicious about which applications you permit internet access to. If you're not sure, research it before granting access. I swear by this program and use it on all my personal PCs (and no, I don't work for them in any way).