I don't like software firewalls at all, but I've seen lots of peeps use Nortons, have a client who plopped it on his entire network, and I haven't had problems with it. Pretty easy firewall, especially when you have to let special traffic in, such as built in ease opening up ports for PcAnywhere.
Did you live update it? Or Start==>Run==>luall to force a live update. Or download the latest intelligent updater product from their website to manually update if somethings up with your system preventing it from live updating.
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When you install it you have to run Live Update from Start>Programs>Norton>Live Update until it tells you every update has been done. In between each of these you have to reboot. I've been using it for a few months and haven't had any trouble with it, other than a few web pages that didn't like it, but I'm pretty sure I can get around that.