ZoneAlarm

[lep]

I am actually a long-time ZA user, but one thing that I think is lacking in firewalls is when a leak occurs (outgoing) there is no software that will tell you "information from personal files is being transmitted" or something to this effect. This is basically the Windows leakage problem. Are there any fixes?

[Kerodo]

I don't think there is any program that's going to tell you that "personal information is being transmitted", especially not a firewall. There is no way for an app to determine something like that. All they can do is alert you to known malware executing or suspicious behavior. So rather than look to a firewall for that, you may want to consider one of the HIPS programs or behavior blockers. If something unusual is going on, most of them should catch it and at least alert you to what's going on.

[Arup]

HIPS would indeed be a better solution for you, I fully agree with Kerodo.