Comodo Firewall does take a bit of study but the time invested pays off. You can leave it to protect you ‘out-of-the-box’ and it’ll also provide realtime malware ‘behavioural’ defense as well as a firewall.
You can be as tweaky as you feel comfortable with–e.g. if you want to block app downloads slipping past just add “*exe” to your user temp IE folder path to ‘blocked files’ – and there’s an active support forum like this one.
Works problem-free with Avast Antivirus. But there’s a whole load of alternatives!