Honestly, having more then one firewall I don't think increases your security really. I mean if one sucks and the other one is better, you are only as safe as the better configured firewall. Having 3 different firewalls close/monitor all your ports is kinda redundant and pointless. If my outer firewall (router) is blocking port 5342, then there's no point in having that port blocked again on my NIC. Not talking large networks here where other computers can attack my port 5342, I'm talking home networks. Or I guess a better analogy is why have two software firewalls on your PC since they are both protecting the same entry point. I'd pick whichever one you want to use, learn all about it, then lock it down as much as you feel necessary. SP2's is nice, but if you are paranoid about sending info out, use something else.
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