A firewall is very helpful in protecting you from e-mail viruses and Trojans, as well as protecting you from outside threats.
As can be expected, each firewall wants to give the impression that they are the very best. Testing can often help determine which might be the best for you to consider using.
The question still remains if Vista will bring about the end of the need for third-party firewalls.
Testing was done on McAfee Internet Security, Microsoft Windows Firewall (many consider this firewall to be of little use), Norton Personal Firewall, Trend Micro PC-cillin Internet Security and ZoneAlarm Security Suite.
This link is to an article with the details and results of the firewalls testing
Safety First: Five Firewalls For Your Desktop PC - Technology News by TechWeb