After reading the article Dan posted, I switched from BlackIce to ZoneAlarm. I recommend all of you do the same, and would like to take the time to remind any that don't know that routers alone are not sufficient firewalls. If you don't have a dedicated hardware firewall, you're shooting yourself in the foot to not at least have a software firewall.
After two days of use, ZoneAlarm has stopped the following:
According to the FBI's Cybercrime division, any computer is scanned within 15 minutes of being plugged into the internet. In all reality, this is more like within 1. Protect yourself.