It is very inferior, and only works one way. Whatever you do, you MUST disable it before installing another. many users of the forum use freebies, and no doubt you will get various suggestions. My own personal choice is Norton 2003 Personal Firewall.
Adding to what Andsome has said, a firewall such as the Windows own one will allow Trojans etc to phone home, programs that may not be what they seem to pass can on information and Windows Firewall will be quite happy about it. That's why if you spend some time on the net you really need a 'proper' firewall such as Symantec click here ZoneAlarm (My Fav) click here Outpost click hereclick here