Quote from RAMOUTAR:
I know of two people that work for MSFT in Redmond, and they advised me to always go with a 3rd party firewall. The MSFT firewalls and A/V software are the easiets one's to crack. Another one you may want to look at is BlackIce, I have had no intruders whatsoever.
Quote from Mvic:
Check out Steve Gibson's site to check your firewall is working, also interesting if you want to really go a little bit deeper in to the subject of security but within the lay man's reach.