Here is another free firewall. This one has been getting good reviews and has a number of known good applications already listed in its database. This means that when good applications attempt to contact the Internet they are let through. I don't know about you, but I don't always know if a program is good or bad. The names rarely give it away.
In any case, you should have a firewall on all your computers. Just having a firewall between you and the Internet is no longer enough these days.