Windows 2000 Firewall alternatives for Zonealarm and Norton

I'm looking for a firewall for a Windows 2000 Professional computer. I know about Zonealarm and Norton, but for some reason this doesn't work like I want to. It turns out that every time a message pops up, the user just clicks "allow" or "deny" but doesn't know what to do when, and I cannot control this. For the moment this computer connects to the internet using dialup, so cannot be put behind a router/firewall (afaik). The user is not at high risk for viruses etc (surfing safe websites, not using IE, Outlook, and generally knows what to do when receiving strange emails). I've installed zonealarm for a while, but want to change to something else if possible.

Do you have any suggestions (freeware or commercial) about what alternatives there are? I'm looking for a firewall where I can open and close ports, like the standard unix firewall, not one that reacts to program actions.