• Sunbelt Personal Firewall™

From author's site:

Still use the free Windows XP firewall? Unfortunately, this gives you a false sense of security. It only protects incoming traffic. But outgoing traffic, with your credit card info, social security number, bank accounts, passwords and other confidential information is not protected. The WinXP firewall will let it all go out.

Features:

* Packet filter
* File integrity control
* Application communication control
* Application launch control
* Network Intrusion Prevention System
* Statistics of attacks and blocked ads
* Automatic update checker
* Extended logging