Stelios, can you confirm that password protection is functional in the free version of Sygate?
I've looked around on the other major free firewall sites that I know of and that feature is only available in the paid version if at all. The following firewalls offer password lock, but not in the free version:
Zone Alarm
Kerio
Outpost
Those, along with Sygate, offer free versions of their product that are basically a trial. Once the trial period is up, features like password lock are disabled. For example, Kerio is fully functional for 30 days, then some features are disabled.
I'm not sure if Sygate is an exception or not when it comes to the password feature. Unfortunately I've had to uninstall it, tho it was my favorite firewall, because of conflicts with AVG Antispy and Kaspersky AV. Since it was bought out by Symantec and no longer supported, I can no longer recommend it.
I'm using Comodo for now, which is pretty nice. But it needs work--there are issues with how it deals with an AV email checker--is freeware only and doesn't offer password lock at all as far as I can find.
I suggest, if this is for people you are helping out, have them pay for the Kerio or Outpost or other commercial firewall if the password lock is a must have.
Just a suggestion.