The very best firewall IMHO at the moment is Tiny 2.0. This is free and available from :
Tiny Software
There is a paid version 3.0 but having tried that I am better served by 2.0. Limited reporting, but it works so well.
Do the mods on MS Network to close off ports 137/138/139 and you will be tighter than a crabs bum. Stealth no less.
It alo has a very small footprint on the system and intefers not at all with Norton or the newer ADSL drivers. Sounds like you should take a look.
MG