there are a number of free firewalls. Comodo, Outpost are two very good ones. Go to Download.com and look for a program to remove keyloggers also they should have the firewalls I mentioned above.Also checkout http://www.2-spyware.com/keyloggers-removal.
Their website says it has a 90-day free trial, then $29.99 USD for a lifetime license and updates. I have their free Filseclab Firewall on my XP, changing from Privatefirewall, which is also free and very good. Both of these are also smaller than Online Armor, which is also free.
You could further protect your keylogging on certain websites, where you would enter your passwords, such as banks or transactions, by using Trusteer Rapport, a freeware program customized for and available on various bank sites that use it. I use it myself with Internet Explorer and Firefox browsers and highly recommend it.
I am reserving judgment for the Filseclab Firewall, which I had installed on my XP computer, along with the Filseclab Twister Antivirus. They worked for a short time but then, for whatever reason, started changing my display, and then Twister stopped scanning. I unstalled both of them.
I now have both Panda Cloud and Kingsoft Cloud on my XP, and the Privatefirewall, which is good for both the XP and Win 7, and they both work fine together. I don't think new customers can get the free Kingsoft Cloud Antivirus to work. , though, unless you want to use it on only one computer. You would probably have to upgrade to the paid version. Mine works because I previously had the registration code for that computer, and I am thinking that that code may only work for one computer per customer. Here is a link to Privatefirewall:
From the description, it may be a good firewall to keep out keyloggers, and it is free. I also rely on Trusteer Rapport, which protects websites from keyloggers, especially banking and other websites where you would be doing transactions and accessing personal information.
If you have an XP computer, and you want a free antikeylogger, you might add SpyShelter, which I also have installed on my XP [the free one only works on XP]. For a fee you can get SpyShelter for Win 7.