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There are loads of utilities and applications coming since the Windows 7 RTM leaked to public through torrents. One such utility is Sphinx Software’s Windows 7 Firewall Control 3.0 which is a freeware. It can protect you from unauthorized use of your computer and can even install a your portable USB Flash/HDD.
Here’s the official description of the firewall:
Protects your applications from undesirable network incoming and outgoing activity, controls applications internet access. Allows you to control personal information leakage via controlling application network traffic.

Manages and synchronizes port forwarding provided by external network connection (firewall/router) box with applications requirements and activity.

Features:
Designed for Windows 7 & Vista
Free versions available
Decreases expenses of mobile/satellite connections
Zone based network permissions management
Integration with Window Explorer for direct access permission management
Integration with Windows Security Center
Instant notifications of blocked activity
Special editions for portable devices (USB flash/HDD drives, iPod etc)
Special editions for U3 smart devices
Protection from incoming and outgoing threats
External network connection (firewall/router) box support
Automatic network connection box detection/management
External/worldwide access to selected local application
Port Forwarding management
Automatic Port Forwarding-to-applications synchronization
Simplicity of operation
Per-application security settings
Group zone and application network access permission management
IPv6 support

You could download it for free or could pay for extra features.
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