I have found Lavasoft Personal Firewall 3.0 to be the best available today. That is not to say that it is good.
I find it very hard to stay in control of the software. I want to be notified every time a new application wants to go online, I want to be notified when an application I have already approved does something unexpectedly, and most of all I want the notification/interaction to be better. As it is, it is very bad. Norman's firewall does a better job, but that is not good either. I do not know what the perfect interaction would be, but something in the lines of what Norman does works better. It is not as interruptive to my workflow as your's.
I also miss an overview over internet activity when I click the firewall icon in the task bar. Just show whether or not I have pending requests (applications that wants to go online, but which I have not decided to allow or block yet), how many applications are online (and what they are doing--thing ports and protocols--maybe?), ... ZoneAlarm has a terrible overview/starting page, but the idea of having one is not bad.
Just a few thoughts after having used your software for twenty days. My trial expires soon, and I do not know whether to renew or not. If I know that you are still actively developing it and are indeed working on improving the user interaction, then I will indeed renew.
...and you should not block HTTP referers by default, that will cause problems for your users.
I hope my feedback helps you make better software.
Last of all, I hope to see you on Linux very soon. We Linux users could use a good firewall too! (and it is just an old prejudice that Linux users do not want to pay for great software!)