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I personally use a SPI (Stateful Packet Inspection) Hardware firewall in my router, backed by ZoneAlarm 5.
If you get the Norton Internet Security Suite, it will have a firewall included. However, you can just get Norton AV by itself as well, which is what I run. I never liked Norton's firewall for the same reason you're having problems, it locks you out of too many sites. It can be configured to let you browse whatever, but it's anoying.
ZoneAlarm is rated equally with Norton as far as performance goes, but I've found it to be much simpler to explain how to use to non-tech-savy people.
Oh, big plus here... You can get a personal edition of ZoneAlarm for FREE! Just go to
http://download.com/ and do a search for ZoneAlarm. When you install the program, select the free version.
I bought the pro version back when I had to use ICS on my network. With the exception of the ICS support, there's no real reason to get the Pro version unless you know nothing of securing your system.