I recently installed kerio personal firewall and must say that i was very impressed. It has all the features you could ask for with a windows personal firewall including detection of software trying to open or install other software, registry change monitoring, software changes monitoring, and of course good old port monitoring. Ive tried my fair share of firewalls and find the Kerio is the best personal firewall out there today for free downloading.
On a side note id like to mention that kerio is more of an updated version of tiny personal firewall then a whole new firewall itself, i still rank kerio's latest version above any the previously released versions of tiny.
This firewall always out ranks black ice, zone alarm, conseal, norton, and all the other many firewalls ive used.
Official website for kerio is http://www.kerio.com/