Dzien dobry Broni,
Was just wondering what you consider the best firewall PROTECTION out there...free or inexpensive?

Dzieuje I use Comodo firewall, which I believe is popular. Though some of the settings seem to be a bit complicated. Though with the default settings, it RUNS fine. Maybe check http://www.snapfiles.com/Freeware/security/fwfirewall.html, and read some of the reviews...I too, am using COMODO Firewall Pro. (Pro is the free VERSION)
However, if you do not like it, you can TRY one of these:

Online Armor Personal Firewall
Outpost Firewall Pro
Jetico Personal FirewallI use Comodo, as well (two computers).
I tried also Online Armor Personal Firewall, which has very high rankings, but it had too many options disabled in free version, so I uninstalled it.Thanks everyone...Comodo sounds the way to go. Is there any settings I should be wary of so that my computer acts the same as it does with Windows firewall protection...OH, do I disable the Windows firewall before installing Comodo or just leave it as is?It won't act like the Windows Firewall because Comodo is not the Windows Firewall. That being said the standard settings for Comodo should be fine for you. It will ask you quite a few questions to start with in order to learn what programs is allowed to have internet access. When it knows your programs it will hardly ever bother you.
You will have to disable the Windows Firewall before installing Comodo. You should never have 2 software firewalls running at the same time.