What operating system are you using? Do you also have a router that
has built-in hardware protection?
The typical 30-50$ Firewall might have some easier to use controls
however they also usually have compatiability issues that the windows
firewall does not have.
So unless you have special needs stick with the windows firewall. If you
need more protection add a router with it builtin.
Actually in Vista there is outbound protection however you have to be using the
advanced interface. Start - type in Firewall -select Firewall with Advanced Security.
Yes its not simple however I have never had an incompatiability issue with the
built-in Vista Firewall… the 30-50$ Software firewalls are rarely a true bargain.
Use the money to buy a router with hardware protection instead. Very few need
more than what Windows Firewall offers and those that do need to buy a real
quality firewall.