In order to troubleshoot this problem, the best is to limit the number of various parameters. To keep it simple you can't rely on third party application instead of fixing the problem.
A) Malware infection
You say the problem is related to the firewall following a malware infection. Fix this first:
the anti-malware(s) in your PC must be updated and set to the correct parameters. If it was the case before the infection may be a your actual protection is not reliable and a better anti-malware protection is an option. Btw: what is the anti-malware(s) you're using presently?
Since you have a Windows 7 a simple anti-malware setup with Microsoft Security Essentials as primary anti-malware is the most simple option. The other anti-malwares must be uninstalled completely before the installation of MSE.
Follow these steps: download MSE, uninstall the actual anti-malware with Add and Suppress Programs in control Panel and use the official uninstaller for the specific vendor to be sure everything is cleaned. Install MSE, update it and perform a complete scan. If you keep your present anti-malware, recheck the parameters, update the application (if needed) and the malwares signature and perform a complete scan.
B) Firewall
Instead of using a third party firewall the most simple solution is to fix the Windows Firewall by using this Fix It Solution from Microsoft:
Diagnose and fix Windows Firewall service problems automatically
Follow these steps: uninstall completely the third party firewall, run the MS Fix It, reboot.
C) Browser
I can't choose which Browser is the best for you but in order to keep things simple, I suggest you to download and install Mozilla Firefox (from the official Mozilla Web site only!) and perform a clean (re)installation. If you already have Firefox don't use the actual profile for now and create a new profile for the connections to your various financial Web sites. Use the Firefox Profile Manager to do this. Here's the official Mozilla's Help Web site on this topic:
Use the Profile Manager to create and remove Firefox profiles
D) Host File
Some malware infection affects the HOSTS file. This must be checked. The HOSTS file in Windows 7 is located at: C:\Windows\System32\drivers\etc\HOSTS
The HOSTS file must look like this:
# Copyright (c) 1993-2006 Microsoft Corp.
#
# This is a sample HOSTS file used by Microsoft TCP/IP for Windows.
#
# This file contains the mappings of IP addresses to host names. Each
# entry should be kept on an individual line. The IP address should
# be placed in the first column followed by the corresponding host name.
# The IP address and the host name should be separated by at least one
# space.
#
# Additionally, comments (such as these) may be inserted on individual
# lines or following the machine name denoted by a '#' symbol.
#
# For example:
#
# 102.54.94.97 rhino.acme.com # This URL is allowed to connect
# 127.0.0.1 BAD-SITE-URL.com # this URL is blocked
127.0.0.1 localhost
::1 localhost
Just keep the HOST with the two mandatory lines for localhost for the moment. Later a most complete HOSTS file may be used. Check this MS MVP Web site on this topic:
Blocking Unwanted Parasites with a Hosts File
Follow these steps and give us feedback about the results.
1One remark. You say it's a firewall related problem: don't jump too fast to this conclusion... – climenole – 2012-09-30T00:03:44.847