Well, there are plenty of firewalls that do work on Vista, I'm sure there are recent threads on this. Besides, Vista support is being added fairly quickly now- I'm not sure any major AV provider doesn't support it now. Been hearing good things about the Vista firewall too.
Good luck with the format
Edit: just wanted to stress though, most security breaches come from the inside- from applications, a canonical example being IE. This is why the GNU/Linux layer wont do what you want. Putting tougher restrictions on active content on untrusted services is probably the best way to keep safe from most infections.
was put impeccably into words at DebianDay for me last Saturday, by Knut Yrvin of Trolltech - adults try something once, fail, and then are like "ffs this doesn't work". Children try, fail, and then try again, and succeed - maybe on the second, or even fifth retry. But the thing is that they keep at it and overcome the problems in the end.
-andrewdodd13