Still, quite worrying enough what they did there.
Which Firewall would you recommend then?
My basic set :
PFsense + IDS/IPS (i.e Snort, Suricata)
Squid proxy + squidguard to filter ads/malware etc.
And on my local windows pc(s) :
Eset Smart Security
Malwarebytes Antimalware
Adblock Plus
Emet
Especially PFsense is worth trying if you like security.