New to Leopard and need help

Hi, I recently switched from Tiger to Leopard, and am having trouble getting used to the new firewall that's included with Leopard. I like having the tab on Tiger that told me that the firewall was set to "on". Now I only have 3 choices, to allow all incoming traffic, block all but essential traffic, or to pick and choose which programs to allow to connect to the internet. I set it to block all but the essential connections, but I am wondering if this is adequate and if I am protected, or if I need to try to find another firewall solution. I keep reading that the Leopard firewall is full of holes. I only ever used the built in firewall with Tiger, and never had any problems. Just wondered if anyone had any advice. Thanks.