Lots of Vista users have had problems with the McAfee firewall...before you install that, have a read of these threads & see the problems & solutions that have worked for people

Vista + McAfee 2007 + LimeWire = dropping connection

“No Compromise” Vista-McAfee-Limewire Solution

http://www.gnutellaforums.com/genera...ect-vista.html

I use Comodo firewall but I don't know if Vista users have had any problems with it (I use XP).
FREE Firewalls for Windows - Free Firewall Download