A device designed to prohibit unauthorized access to a network or machine via the network connection. This device acts as a gateway between the unprotected network and the protected machine or network.
There is also a concept of a Personal FireWall, which is program that monitors the network usage on a machine. While this cannot provide the same level of security as a separate FireWall appliance, it may be sufficient for the typical home user.
Firewall related technology and terms and products
[moved from SpyWare]
Agnitium has a free one http://www.agnitum.com/download/ and the latest MS products have personal firewalling built in. A free antivirus program that does not expire and allows updates is AVG: http://www.grisoft.com/us/us_dwnl_free.php