If you have an old pc laying about install a copy of smoothwall on it and network through it, I tried it a while back and found it to be a powerful firewall solution, altough it takes up a whole pc.(you can get an old one quite cheap at a computer fair) If you don't have a pc spare then I would use zonealarm pro 3.5, I have used it for a long time now, and I like it. It does the job and it can also block ad's and pop ups
Anyway Let us know how you are get on