Windows comes with a firewall already so I don't think you need another one. Just if you do, and try to set up a network, remember you have TWO firewalls to change not just one. I did this and for the life of me couldn't figure out why the two computers couldn't "see" one another. Until doh, I happened to notice that Norton was putting up notifications that someone was trying to access my computer and it was blocking it......(fucking norton sucks rotten donkey ass).
Whatever you do DO NOT USE NORTON IT IS A RESOURCE HOG AND WILL SLOW DOWN YOUR SYSTEM IMMENSELY.
I will be installing CA soon. It seems to do everything norton does and doesn't slow down the system at all.....