Ram4Sam
A hardware solution can be configured to stop both inbound and outbound traffic. Zone Alarm is good, but is its a software solution. I highly recommend this if you have nothing else. Software has vulnerabilities, and since the PC is plugged directly into the Internet with a routable IP address, your computer is getting directly hit with the attack, and you are relying on software to stop the attack from getting any farther in your computer.
With a hardware solution like a Linksys box, the Linksys is getting hit with the attack, not your computer. Not only that, but your computer would not have a routable IP address behind the linksys box, so that is even more protection.