You are looking at a software firewall as a one way situation.
A firewall not only keeps the creeps out it keeps the what might get in from calling momma.
If you hit a site like I did the other day, while researching a possible rogue file, I was flooded with garbage. The antivirus and firewall did its job.
I was instantly alerted to 6 or 7 trojan infected files. The firewall alerted me to a file trying to get out. I told it to deny the attempt. the AV requested that I reboot to finish deleting the files it caught.
It took me almost 2 hours to purge my system.
This happen while I was working on a customers infected computer in the shop.
All of this started by just accessing the site from a Google search.
There is no telling what information was trying to go out or what it was trying to download.
All of this happen in the blink of an eye.
I use CA's etrust Armor. You can get it free for the first year.
http://www.my-etrust.com/microsoft/
Detects and cures 100% of viruses
Auto-updates
Stops hacker attacks
Blocks unknown access
Stops pop-ups and controls cookies
Easy to configure firewall
Lee