That's like firewall crazy lol. As they both above pointed out that Windows Firewall is basic, I don't really see a need for a 3rd party firewall unless you're paranoid about security or you really need it because you got really important stuff lol. Been using Windows Firewall alone for quite some time, yes I'll agree it doesn't have many prompts for when stuff is changing (like Comodo or ZomeAlarm) but it's not really necessary though.
Just giving my thoughts lol. For a 3rd party if you wanna install 1, I'll +1 the Comodo as recommended.