Re: firewall security required
The free version of zonealarm fulfills the needs of most (including me.) That said, there's a few free ones out there that are good, different people just have their favourites!
Oh, and pretty much any firewall will allow you to customise it with rules on what is and isn't allowed through. Exactly how you do it differs depending on what you're using, but it's usually pretty simple.
Save the whales, feed the hungry, free the mallocs.