If you are talking about the Spyware cleaner software that MS just released (which used to be Giant Software) then, no. That is not a firewall. However, if you are using Windows XP, I believe that there is a built in firewall that can be enabled and disabled. I'm not certain. I don't use XP. Perhaps someone else here would know for sure.
I use Outpost along with SpywareGuard by JavaCool software. Both load at startup and run in the background nicely.
Yes that is what I meant. Thank you for your reply.