Firewalls: XP? Zonealarm? Other? Best for free?

I have a in house network on an AT&T DSL line, win boxes (2- XP) a Linux box (Ubuntu), all hard wired and 2 laptops (XP), (wireless)

I move files between a lot.

AT&T uses a 2WIRE232 router-modem…

Is there a better free or less than $40 one time fee firewall out there?

ZoneAlarm has been good to me but networking with a Linux box is a PITA and I fight that part a lot…

Ideas, opinions.