Kaspersky offers a firewall. It came with my Kaspersky Internet Security Suite and I like it but never use it because I already use a router. I tried using it and it works really well, I just didn't feel the need to use it.
Desktop: Dell Dimension E510, 2.5GB RAM, Intel P4 3.0GHZ, 250GB HDD, Windows Vista Premium. Might not be the best, but the old girl is still running good.