Home Wireless Networking/Firewalls

I have installed Microsoft Broadband Networking(MSBBN) at home so my son and I can share an internet connection. I understand that the basestation has a firewall, but I am wondering if I should also have a software firewall, either ZoneAlarm (free version), or some other product like Symantec’s Firewall. Are there any known issues for this sort of configuration? The 2 PC’s are WIN98 with basestation and WinXP with Wireless adapter. I’d like to see a software firewall on both PC’s. I was told by Microsoft there they may be some issues though.