It's probably not as full-featured as Sygate's software - but Zonealarm might offer something competitive that isn't freeware.

Zonealarm is easy to use, non-intrusive (and no ads), and very effective. It's just hard to beat. Oh yeah, it even disables Outlook Express scripting for you. geez. I'm surprised it doesn't cook you breakfast.

XP's integrated firewall lacks a GUI. You'll go nuts wondering why your Yahoo Messenger file transfers don't work, why your network games won't 'network', and why nothing on any network can see you. It's so secure you can't get anything done. Zonealarm ASKS if you want to allow an application's request to access the network. Unlike XP's firewall, which simply declines the request and doesn't bother telling you.

Depending on the type of network setup you choose, WindowsXP's built-in firewall may or may not be enabled by default. I disabled mine.