If want to change firewalls, try
ZoneAlarm's free firewall. I've been using it for years and love it. It's a bit of a pain at first because you will get frequent popups everytime a program tries to "phone home" but as you "train" it (each popup gives you the choice to allow, block, permanently allow, or permanently block) the number of popups will go down. Make sure you download the free firewall. You don't need the paid version and the Security Suite stinks.