Zone Alarm free although not the best has one of the more friendly user interfaces and since you have used it before would make it easier for you to educate your parents, there are others, such as, Comodo, PCTools Firewall Plus, Jetico, etc.
See some firewall tests for comparison, some are freeware but many are paid for versions http://www.firewallleaktester.com/tests.php. Also see http://www.thefreecountry.com/security/firewalls.shtml
Also see http://www.matousec.com/projects/windows-personal-firewall-analysis/leak-tests-results.php later set of results
If you know what one and version etc, we may be able to suggest a removal tool to ensure all remnants are gone.
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There are a lot of these social engineering type emails designed to get you curious and either open an attached email or click on a link, you have to make them aware don’t open attachments or click links in unsolicited email. Even if this email appears to come from a friend, this can be forged, confirm the origin, if in doubt have them delete it, losing an email is preferable to getting infected.
Hopefully you will be on the road to recovery since these have been found and essexboy has joined the party. The combofix tool is powerful and he is very adept in its use.