Today the Internet environment contains all dangerous situations, nasty people and risks that one can find in a society as a whole. A common perimeter security measure is to install a firewall between disparate networks as a means of controlling and logging network traffic passing between them. In this paper we describe, discuss and evaluate the features of four firewalls. These firewalls are used to secure a personal computer or small groups of interconnected computers and are not meant to secure a large system or a LAN. The firewalls evaluated in this paper are: Checkpoint VPN-1/Firewall-1, WinRoute Pro 4.1, Guardian Pro eNT, and BorderWare Firewall.