You can also setup snort on windows, however, it looses some of its functionality. This website has a windows snort/apache/mysql/BASE package plus tutorial on setup and configuration:
http://www.winids.com/
It's good start if you have never worked with snort before, and are not fluent in linux, but I definitely recommend using snort on a linux box in the long run.
Here as a tutorial on how to setup snort/.../BASE on fedora box:
http://www.infosecwriters.com/text_r...t_base_fc3.pdf
It is a bit out of date, but it should point you in the right direction.
In regards to your packet dropping/firewall issue, I have two recomendations. One is snort inline, which basically drops all packets that are suspect. The best way I can explain it is this: an intrusion dection system logs and alerts you to potential scans and attacks, snort inline is more of an intrusion prevention system, not allowing the packets to pass. So in essence, it functions as a firewall. The down side to this is you will have to do a lot of rule modification to prevent false positives.
Another suggestion I have is microsoft internet security and acceleration server (ISA). You'll have to do some research on this one...but I have read articles on how a box running MS ISA can be used as a NAT, firewall, proxy server, etc.
With both of these products, you would need a pretty powerful CPU configured as a bastion host, which would sit between your network and the internet (basically, all network traffic would pass through this machine). This may or may not be in your budget range....