Thanks Goosemaster, I didn't realise that SmoothWall Firewall was a company, I thought it was just a nickname of yours. Their product sounds good, I might try it out. The question is, does it block incoming traffic only, or outgoing too?
Other posts lead me to believe that the benefit of firewalls in windows block outgoing stuff therefore stopping trojans/spyware. Does Smoothwall also do this, there site didn't seem to mention it, but I didn't have time to go into detail.