With Windows 7 you might as well stick with it's build in Firewall, it's less intrusive than any firewall software out there and tbh you don't get many hackers trying to access home computers.
Internet Explorer 9 has just been released, it has enhanced security features which should help protect you from any bad websites.
As a general rule of thumb I always recommend to clients that they do not install third party toolbars or firewall services as they do cause more problems than they are worth.
Also can you tell me if you're running 32-bit or 64-bit Windows 7?
Regards,
Jon