SmoothWall Express is different from the other firewalls I have listed here in that it is meant to be a standalone appliance: in other words, it will be the only program running on a computer. A firewall device is a hardware system that protects a network. In this case you would setup a computer dedicated to running this firewall, and place it between your router (at home) and the other devices on your home. This is how business do it (often in addition to running a desktop firewall).

http://www.smoothwall.org/