My router - gateway Thomson TG748 (firmware Sept. 010) has a poor NAT. In other hand my wireless connected PCs have firewalls down. Wich firewall to choose for ignore pings ( suffice to say that pings are only used to check if a server is alive. But a good firewall can also be programmed to ignore ping (ICMP) echo requests).
Comodo ; PCTools; Zone Alarm , etc ?
Without knowing your network setup, I can only offer some vague suggestions.
If you have multiple computers on your network and you add a firewall to any of the computers, you will only be preventing pings from other computers on your local network, not from the Internet.
If you want to block pings from the internet, you would need to do that in your router.
As far as personal firewalls, Comodo and ZoneAlarm are both good choices. I'm afraid I don't know anything about PC Tools.