Firewall Plus is a free software.
Downloading
Download the Firewall Plus installation file from http://www.pctools.com/firewall/download/. When you click the download link, you can choose to save the installation file on to your computer or to run the installation directly.
Installing
If you have chosen to save the installation file, double-click on the Firewall setup file ("fwsetup.exe") to run the installation. Follow the prompts in the setup wizard ensuring that you accept the Licence Agreement. The setup screens allow you to configure the destination location and additional settings to add shortcuts from your desktop and Quick Launch bar on the Windows taskbar. When you finish, you will need to restart your computer.