You might want to checkout
http://www.kerio.com/kpf_home.html
It is free for the home user. It has the same feature set as the "for pay" Zonealarm Pro.
The product is being transferred to SunBelt Software at the end of the year.
Support can be found in the Broadbandreports.com
Tiny/Kerio Forum
Very easy Interface to use and has advanced rule definitions as well.
Zort2001 (I have no financial interest in any of these companies).