Some don't like ZA but I've been using it since it first came out and I'm used to it and they haven't mucked it up too badly so far.
Wilders Security Forum is a good site for this stuff, they have a section on firewalls (along with just about everything else), and it's frequented by many of the companies that put out this stuff (anti-spyware, anti-malware, firewalls, etc.).
Wilders has some forums for specific firewall vendors, and this one for Other Firewalls.
Yeah, ZA was very decent. I'd give the free one another go, as long as it doesn't go ape-shit again. However, like the other guy said, it can feel like it's doing diddly about attacks. I'm sure I've been infected with ZA, and I'm not a link-clicking fool. So that's off-putting.
Thanks for the links, mang. That's the website I was on looking for LnS/Steam help and got elitist replies. Time to ask a different question...
Quoting navigatsio, reply 3I've always used Comodo for Windows and never had a problem....but I don't "game", online or otherwise.
Oh now I'm curious: Why are you here then?
Because this isn't a gaming site, it's a customization/skinning site.
W...what?? This is the forum/website for Sins of a Solar Empire! :/
Even if this was just a skinning, modding etc. site, what does it offer customisation and skinning of?
Are you telling me you only bought this game just to be an artist/programmer, not to actually play it, or are on this site just to be a designer? 
Quoting inthebloodofeden,
the best thing to do for you is to uninstall your antivirus and/or firewall(unless are purchased ones,in that case you can wait for the licence expiring)and install last version of Kaspersky Internet Security 11.0.2.556.
If you think it's too expensive (but in this period there should be some interesting offers in market) another excellent firewall is Comodo(freeware)but I don't use it,so I don't know what kind of settings options it offers. Windows default firewall was nearly useless before Microsoft Security Essentials,but I don't know about it as well having installed Kaspersky.
I'm not sure when my licence runs out, don't think it's for a bit yet. Kaspersky have priced themselves out though. If I can get NOD32 for cheaper (and last I checked, NOD32 and Kaspersky were the big 2), there doesn't seem much point. Why buy a PS3 when I can buy an Xbox 360 for much cheaper, eh?
Why wouldn't the game's developers help with that info?
Steam and their games' developers have contacted them, and I imagine they have been contacted quite a lot by developers and users, but they get nothing in reply. So Steam's general reply to a user's query is "don't have a fuckin' clue" and "please badger LnS for an answer". Been like that for a long time, it seems.
The best firewall is one that is not installed on your computer!
Why?
I assume that you use a privileged user (admin rights) to do your gaming and browsing, right? (Installing apps is a hassle in Win otherwise). So after clicking on something nasty on the web, a malicious code can be executed, gaining your (admin) rights, and it can proceed to install a rootkit, switch off your firewall, open a backdoor, whatever it pleases.
But if your firewall is installed on, say, a router all traffic must past through (most ADSL modems have some form of an IP filtering), you can still retain control over to what passes in and out of your network. If you are really paranoid, you can run a little audit from time to time and look at the packets your computer sends out - if you see suspicious outgoing TCP to webservers on strange adresses, IRC channels or high port on some ADSL users or unnamed IP blocks, or loads of spam, well, your computer is probably already compromised. Reinstall and try again!
*stares into space*
I see.
Srsly, thanks for the replies.
Keep it up. 