Look on the bright side of recreating your Windows CD, you can use teh much newer nLite 1.4 RC2. Also the issue between Medal Of Honor: Airborne and the Windows Firewall seems known. Dont know if there will be a fix or workaround though.
IMHO, I think ThreatFire and the PC Tools Firewall are nice. I tried Cyberhawk (precursor to ThreatFire) and I liked that it ran quietly and using little memory.