Trying to find supported "personal firewall" class of FW for Windows Server 2003

I use WS2K3 Standard installed on a laptop as a workstation/learning tool.  (I've even changed performance to favor apps over background, etc.)  I'd like to install a WS2K3 *supported* "personal firewall" or it's equivalent.  I haven't been able to find any.  Some web sites list some FW as "compatible" (i.e. runable - like Kerio, ZAP 4.5); but the vendor sites always indicate "not supported".  Any suggestions.
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