Norton's software firewall is FAAAAAAAAARRRRRRRR from the best. Linksys' hardware firewall (built into just about every router/switch/a.p.) is made by Norton. It is probably the best consumer oriented firewall though. Software firewalls suck...PERIOD. Safest for a noob is going to be the paid version of Zonealarm.

Bumnah...as for Blackice being "cracked"...EVERY software firewall on the market for consumers HAS been "cracked". Exploits are discovered every other day for them. The same goes for Hardware firewalls. The difference is that the exploits on Hardware firewalls are ALOT more difficult to carry out then software firewalls. Script kiddies run rampant with their gay little programs that somebody else wrote to exploit all the popular programs. Stick to a hardware firewall and keep the firmware updated. If you have the money (as low as thirty bucks) get some hardware from Linksys (they are owned by Cisco so the majority are GREAT products).
If you are on dial up (ROFLMFAO) do not even worry too much. run whatever you like because your IP changes everytime you dial up (makes it more difficult to footprint you). If you are running Win XP turn on ICF. This is more than adequate for the casual user. No sense in bogging a shit load of system resources down in a bloated firewall program. Make sure you keep your system updated from the MS site too. Other OSes on dial up can just run whatever they like.

I can not stress it enough, if you are on a xDSL connection USE A HARDWARE FIREWALL and make usre your NAT is configured right. Turn off ICF to save a few measely clock cycles and dump the firewall software all together (it does you NO good and may cause connection issues).