Your on a Win7 system so as others mentioned already the Windows Firewall is very good, you can add extra control with some of the windows firewall add-on programs such as what Pondus linked though they are not automated, If you’d still prefer to stick with a free third party automated firewall then there is Comodo, OnlineArmor or Privatefirewall… the best paid Firewall imo is Outpost Firewall.
You can check the action centre to see if the firewall is on, click on the little flag icon bottom right in your taskbar - open action centre - and click the drop down for security, firewall and AV should be listed there as on if all is good.