You may have to make a compromise... unless that FREE part is unconditional. With security software, you don't always get what you pay for, though. Sometimes less is more.
There is a highly rated firewall for $20. You can check it out at:
http://www.sunbelt-software.com/Kerio.cfmYou might want to do a google search on "firewall + free" to see some other ideas.
In addition to a firewall, you should consider something to catch SPYWARE and ADWARE.
Whatever you use, it should check for updates automatically. (Set your windows-XP to update automatically, too - that should prevent a lot of viruses from getting through.)
Avoid opening emails from people you don't know. Especially don't click on attachments in email (if there is any doubt about it).
Certain web sites are more likely to infect your computer than others. Sites that appear mostly to youngsters (such as games or "Adult" sites) tend to be more risky. If you are on the internet and trying to download some "free" game, and a window asks you to grant permission to download some software, I suggest you "just say no". Chances are, you will be loading something that will install itself to run all the time. Even if it doesn't slow your computer to a crawl, it will be using up memory and CPU cycles (and maybe sending out junk emails while you aren't looking.)
Sucks that we have to go to so much trouble and expense to protect ourselves from criminals and other computer related dorks.
Good luck to you!
(This advice is free... and worth every penny.)