Just found this while mulling over what FW to use on my new machine when it arrives. http://www.r-firewall.com/ Hope the link works
There are many tried and tested firewalls, some of them free, which have been thoroughly used and reviewed in this forum, I suggest you check out the pros and cons of each and everyone and then decide on what to put in your machine. If you are a beginner, look for easy to set up ones and the ones that work right out of the box, rather than what the experts use as a wrongly configured rule based firewall can leave holes in your system.