As has been well documented here, I have not used a firewall for 4 years, just AVG (free) and a little common sense.
There is virtualy no chance of a home computer getting hacked and if you do get Trojans or pop-up programmes the cause will be you agreeing (unknowingly) to give them access. If you are happy with ZA continue using it. Use AVG free or Avast and Ccleaner click here. Putting on Windows Defender (free) will give you all the prtection that you will need. There is nothing on ahome computer that will be of interest to a hacker even if they could get on it. Lay off the Pr0n sites and do not accept 'offers' of 'free' registry scans.
I'm afraid your brother is so wrong.