Windows firewall coupled with the built in router firewall will do the trick.
You could aldo use products such as Kaspersky, ZoneAlarm, Norton etc.
I personally use Kaspersky. Its just so easy to use for me...As far as which is the "best" thats just a matter of opinion probably. I think they all perfom pretty similarly, its just a matter of which you prefer to use.
P.S. Norton sucks, IMHO.