A firewall is a dedicated appliance or software running a computer. A Firewall inspects network traffic passing through it, and allows or denies the traffic based on a predefined rule set.

Examples of Hardware/appliance based Firewalls include :
Cisco Pix
Checkpoint Firewall-1
Soncic wall and draytek also make some fine examples.

Most antivirus products have a software based firewall examples include:
F-secure security centre
Symantec

Dedicated software firewalls include :
Checkpoint
Zone alarm ( local PC based ).