Norton Antivirus isn't a firewall, unless you mean Norton System Works.
Yeah, I was going to suggest Zonealarm. I use it, and it has to be one of the best free ones around.
It gives you peace of mind anyway
It also allows you to change whats allowed and disallowed within the program, and so, you do have full control.
Find it here:
(Well I would paste the link but the computer I'm using won't let me copy and paste...how nice...)
You'll be able to go here though:
Go to Downloads and select from the Tabs 'ZoneAlarm' which will bring up the basic version which is free. It suffices.