I have been reviewing free Windows firewalls. Please don't laugh. :)

Sygate has proven to be best so far, the free Sygate Personal Firewall:
[link|http://smb.sygate.com/products/spf_standard.htm|http://smb.sygate.co.../spf_standard.htm]

Easier to use and configure than other free firewalls. I can lock down any app that accesses the Internet or turn back on access very easily.