Vista - Vista Internet Security Programs...

I would recommend Vista Firewall Control. It's not exactly a third-party firewall in that it simply uses Vista's built-in firewall and allows you to fully utilize Vista's inbound and, more importantly, outbound protection.

The problem with Vista's built-in firewall is that the outbound protection is turned off by default. Outbound protection is there but in a dormant state, requiring the user to configure it first before it can do its job. That's not an easy task by any stretch and is very time consuming.

Vista Firewall Control does all the work for you by automating the process so-to-speak. Technically speaking, it's not really a firewall at all but a program that allows you to fully use all the features available in Vista's built-in firewall, namely, the inbound and outbound protection.

It comes in free and paid versions - Vista Firewall Control : Sphinx Software