I personally have used Zone Alarm and absolutely loved it. Everytime an application askes to use a port to the outside world Zone alarm asks you if it can. Everything is able to be changed later on like if you remove a possible spy ware based program but suspect it may still linger on in your system just revoke it's privledges. It's free for personal use and I've got no complaints about it.
http://grc.com/ actually recommends it and has a few not so nice things to say about black ice. Besides Zone Alarm is free. Gibson researce (above link) also has some cool apps to help test your system to see how secure it is. My computer passed all the tests with an old copy of Zone Alarm (it's free), but according to him Black ice failed some of the other tests he has ran in the past. Never tried it before but that's my knowledge of the subject. By the way did I mention Zone alarm is Free
http://www.zonelabs.com. Try it ya might like it.