Here is an interesting website for leak testing firewalls with a lot of information

Windows Personal Firewall Analysis

Leak Test Results

See site for full details
  • Product Product Score Level of Anti-leak Protection
  • Online Armor Personal Firewall 2.1.0.19 Free 9625 Excellent - 100%
  • Outpost Firewall Pro 2008 6.0.2162.205.402.266 9625 Excellent - 100%
  • Comodo Firewall Pro 2.4.18.184 9475 Excellent
  • Jetico Personal Firewall 2.0.0.35 9375 Excellent
  • ProSecurity 1.40 beta 1 8875 Very good
  • ZoneAlarm Pro 7.0.408.000 8600 Very good
  • Lavasoft Personal Firewall 2.0.1019.7604 (700) 8500 Very good
  • Kaspersky Internet Security 7.0.0.125 8475 Very good
  • System Safety Monitor 2.4.0.617 beta 7975 Very good
  • Jetico Personal Firewall 1.0.1.61 FreewareFREE 7750 Very good
  • Privatefirewall 5.0.8.11 7625 Very good
  • Ghost Security Suite [BETA] 1.110 7500 Very good
  • Dynamic Security Agent 1.0.8.8FREE 7375 Good
  • Trend Micro PC-cillin Internet Security 2007 15.30.1151 7000 Good
  • F-Secure Internet Security 2007 7.01.128 6625 Good
  • G DATA InternetSecurity 2007 6100 Good
  • PC Tools Firewall Plus 3.0.0.36FREE 5825 Poor
  • BlackICE PC Protection 3.6.cpv 5750 Poor
  • Sunbelt Personal Firewall 4.5.916 5200 Poor
  • FortKnox Personal Firewall 2007 2.0.205.0 5125 Poor
  • Look 'n' Stop 2.06 4300 Poor
  • Safety.Net 3.61.0002FREE 4000 Poor
  • Norton Internet Security 2008 15.0.0.60 3600 Very poor
  • Avira Premium Security Suite 7 build 98 2450 Very poor
  • SensiveGuard 1.06FREE 2350 Very poor
  • Sygate Personal Firewall 5.6.2808FREE 2350 Very poor
  • McAfee Internet Security Suite 2006 8.0 2325 Very poor
  • Blink Personal Edition 3.0.8.1496FREE 2250 Very poor
  • ZoneAlarm Free 7.0.302.000FREE 1500 Very poor
  • CA Personal Firewall 2007 3.0.0.196 1000 None
  • Outpost Firewall Free 1.0.1817.1645FREE 1000 None
  • BitDefender Internet Security 10.108 750 None
  • Norman Personal Firewall 1.42 750 None
  • TheGreenBow Personal Firewall 2.60.005 750 None
  • Panda Antivirus + Firewall 2007 6.00.00 650 None
  • AVG Anti-Virus plus Firewall 7.5.431 500 None
  • Armor2net Personal Firewall 3.13.30 500 None
  • Ashampoo FireWall Pro 1.14 500 None
  • Filseclab Personal Firewall 3.0.0.8686FREE 500 None
  • Rising Personal Firewall 2007 19.33.10 500 None
  • Prisma Firewall 2.4.4.0 250 None
  • Windows Firewall XP SP2FREE 0 None