This is how i understand your question. You have a computer hooked up to a LAN and you want to install a firewall on your computer to prevent access to your computer from the LAN? Well, firewall programs are really designed to protect you from evil doers on the internet and not on the local LAN. if you want to keep people out of your computer, it depends on what OS you are running? If you are running win9x or ME, then there is not a way to lock down your PC because those OSs do not include very good security features. If you are running win2k, NT, or XP, then you will have to have local administrative rights on the computer in order to try and lock it down. You can remove all sharing on your PC to help prevent people from getting in from the LAN. But your Administrator can bypass all you do simply by logging in to your workstation. If your PC is part of a domain, then your Administrator can get in remotly.
So, a firewall program may not work because if you block incoming ports from the LAN, then you will also not be able to receive incoming info you may need. There is also not much you can do, besides unhooking your computer from the LAN, to keep out your Administrator.
I hope this helped you out some.