What firewall is better to install?

[jmclean]

You may want to consider using a router with a built in firewall instead of a PC based software solution.
Couple this with a reputable antivirus package eg; Symantec Antivirus that keeps a watch over the file and email systems, and you'll be fine.

If you want an alternative, and reputable software firewall, check out ZoneAlarm. Having said that, as a software firewall, the XP offering is actually very good.