firestarter for gnome and guarddog for KDE seem to be the most popular solutions - I've used them both and they are super-easy... extremely light no resources.... come to think of it they take up NO resources since they are only GUI frontends for configuring IPtables - which is an integral part of linux
and of course no annoying popups of any kind...
I've tried both and decided I have no use for it.... been using bianca stable since it was released (well ... almost since it was released)
Windows is extremely fast after a fresh install. If you want to make it stay that way: - don't use it.