pfSense is a nice program to use if you have a spare computer sitting around. I use a program that a friend had created for me for free to add to my Fedora box to manage my internet traffic, along with the power of Linux to act as a file server AND a routing system. If you want something that won't consume system resources, go with Windows Firewall even though it may not be the best thing to use if you have Windows XP or Vista, and if you have a Cable, DSL, T* or Fiber optic connection, see if there is a hardware firewall available on the modem or router. That'll do the best for you and quickly.