I just received (i before e, except after c) a new laptop at work, and due to software requirements, I still need to keep Windows XP on the machine, otherwise it would be wiped and replaced with Linux or *BSD. (In this instance, I'll use Knoppix to resize the NTFS partition with (aptly named) ntfsresize to free up space for Fedora Core 5 for dual booting.)
The first task with this type of OS is to download a personal firewall (personal is a misnomer, it should be host-based) such that I can connect to the network and download updates for Windows. I've typically used ZoneAlarm, but I've been looking for an excuse to try others, and this seems like a good one.
At first glance, I'm very excited about Core Force, a host-based IPS/IDS with firewalling capability (using OpenBSD's pf firewall package ported to Windows). Best of all, it's freely licensed using the Apache license.
The other product I intend to try is:
I'll post updates as I get more familiar with these products.