mainly as it can crash and destroy any windows registry and the other problems like you have accessing the web etc. It does the smae as AOL software, after a time of updating to newer version or add on's it can and most likly will crash a machine. I have seen these many times on peoples machines.
As it is a freebie download people think it a wonderfull, I feel anything which is free carn't be up to the job.
The only thing I have seen and use often and doesn't crash a machine is WinZip but this isn't a firewall software.
Buying a dedicated software like Norton Firewall or McFee what ever he is called is not going to give you the hassle if looked after.