Windows firewall only blocks 1 way,so you may be better getting another firewall if you feel you need more security,having said that i used windows firewall for months on another pc with no ill effects at all.I wouldnt use both and most firewalls will turn off Windows firewall when you install them.
If you're not particularly techical and want no hassle, the Windows XP one is your best bet.
If you are more technical and don't mind getting pop-ups asking you if you want to allow various different programmes to talk to the internet, and know how to fix thinks if you press the wrong button (eg denying a programme access to the internet when you really should have allowed it) then go for a free one such as Zone Alarm. You get outbound protection, as others have mentioned, but this can create more problems if you aren't too technical.
I had zone alarm PRO which is free for a 2 week trial bu5t its also cheap enough ,i found it really good Until i found a pc mag with Mc afee on the cover disc and as i had it in 1 pc ,when i found this iwas over joyed and yes you can SEE the diffrence but as in protection fortunatly have had no ill effects of any firewall ,i just maiatain that i always have one of some kind of Protection
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