There has been many questions to me about whether a customer should get a 3rd party software firewall or not. I say NO!
Let me explain. First off you have a decent firewall built into the system from Windows. You may scoff at this but i guarantee its easier to configure Windows firewall than a third party one and its FREE!
Now as you may not know this your computer is usually behind 2 or 3 firewalls anyway. First you have an electromechanical firewall in your modem and then another one in your NIC (Network Interface Card/Connection the place you plug the wire in from your modem). There is a hardware to software translation that takes effect when the information comes into you. More often then not if you get a virus the firewall is gonna mean nothing because the virus will open ports in the firewall and allow data to be accessed.
More than anything you need AV protection. Let the Windows firewall do its job and get a good Anti-Virus program.