Need a software firewall recommendation for a server

I’m leasing a pretty powerful server and I need at least a software firewall to secure it. One catch: I have to access the server through terminal services… I know a lot of application based firewalls block all connections until you manually let them through… well, if it blocks down terminal services, I won’t have the access to be able to click “yes” when it asks me if I want to allow terminal services to access the internet, so I need something that’s configurable before it goes online.

I need something reasonable flexible and powerful but it doesn’t have to be extremely so. I use zonealarm at home, but that isn’t flexible enough or appropriate for server use, so I’m clueless when it comes to anything else.

Thanks.

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