I prefer Sysgate Personal Firewall but it's old, no longer updated and you have to use the -image switch to update guildwars, if you don't you will have a bug if you have to decompress any files while loading maps in guildwars http://www.oldversion.com/program.php?n=sygate
I agree with Eternal Tempest on Zonelabs Zonealarm. I use it and have very few problems while using it. AIt will take a bit of getting used to because the first time it runs it will anioy the heck out of you fro every new program that tries to access the internet, buit once trained you will only get a popup when something changes. I run the pro version and have no slowdown issues at all.
Mega Mouse
for Femme it is not a good idea to run 2 firewalls on a computer. They will constantly interfere with each other and cause major errors for each other and even the os too. One good firewall is all that you need and be sure to turn off the built in windows firewall if you run a seperate one.