I would suggest PC Tools Firewall Plus. It’s very user friendly and intelligent in it’s default state but expert users can set their own rules for specific ports and other things. It also contains a moderate form of HIPS protection called ESP and you can choose to have it all, some of it , or just a 2 way firewall that only monitors connections to and from the net. I have tried the others and they all caused problems for me on XP SP3. Your mileage may differ, of course ;D