Hmmm,

All the free ones seem to have disappeared sure you can get the old versions that used to be available but they are no longer supported/updated, and one wonders about some of the sites that host them.

ZoneAlarm is still there but does not meet the OP's requirements (and check out Spyder's post as well)

There is this one that is supposed to be free:

http://www.filseclab.com/eng/products/firewall.htm

I haven't actually tried it, but I did read that you can buy the source code and modify it to whatever you want. Hey, I am not recommending this, just mentioning it, as I found it unusual?