system
5
Tried all of the free ones, before I settled on Sygate 5.6 which runs well wilth Avast and XP Home! Although a while ago there were some issues with updating Avast but these appear to have been fixed, I am currently using latest editions of both with no problems 
Whichever firewall you chose to use is down to you in the end, but personally I would recomend that it is capable of two way protection, that way you will be able to monitor if there is anything trying to connect behind your back!
One word of warning though, a firewall will only give you a warning notice so its down to the User and the push of the mouse button to decide whether access should be granted or not. No problem to me until one day my daughter downloaded one of those free media players (full of spyware). “It kept asking me whether I should allow access to the Internet” she said, “what did you do?” I asked, “Oh I just kept saying yes” she replied 