Every man's home is his castle -- attributed to William Pitt
SANS.org has a nice white paper showing how to protect your home network using OpenBSD and other free software. According to the abstract:
"It is possible to clean up the back yard with Free Open Source Software and a little design. Using off the shelf components and Open Source software the family geek can deploy a more multilayered security stance that will provide far more visibility and control over the network. This is not to say that large swaths of the Internet can be cleaned up just by plugging in a box, but to say that if anything should be a safe haven on the internet, it should be the family network, the backyard. It makes sense to clean up the backyard before taking on the world’s trash."
Presumably the same techniques would apply to the average small business. Check it out at http://www.sans.org/reading_room/whitepapers/firewalls/32933.php [PDF].
P.S. According to Bartleby, the quotation in my subtitle, while commonly attributed to William Pitt, comes to us in its present wording from a précis done by Lord Henry Peter Brougham some sixty years later.