Firewalls basically control the traffic between your pc and different networks also reffered to as "zones of trust". For example the Internet is a zone with no trust and a home network is a zone with high trust.
The goal in implementing a firewall is to have controlled interfaces between zones of differing trust levels. You will be able to control data received from the internet (ie: have you asked for it or is
someone trying to install something on your PC) and more importantly, data sent to the internet (ie: is it the data you want to send, or is it a program installed on your PC that is sending these informations away without your consent).
ZoneAlarm is truly one of the best firewalls (to our opinion the best). The best thing is that there is also a free version of it that runs a basic firewall. No subscription, no expiry, it is absolutely free.
You can click on the link on the left, then look for the home and home office products and you'll find it there.