Suggest a good free firewall

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After a bit of a quick search I found these programs, which might be along the lines of what you're looking for.

http://www.r-firewall.com/
http://www.iopus.com/ipig/download/
http://www.jetico.com/ (you'll have to go to the download page and scroll down close to the bottom, but the firewall is free)
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I'll second recomendation for Jetico. Nice thingie.