Thank you all for your input. Decision time. I would just hate to incorporate a firewall when the one that comes with the computer will serve. On the other hand, I just have a hard time trusting anything Microsoft, especially when it comes to security.
It depends on your situation but as long as 1) you are behind a NAT (like a cable device or DSL modem) and 2) you dont open funny emails or visit Russian or Chinese websites.
a NAT saves you a ton of trouble that makes a software firewall mainly a second line of defense.