or i should use the ones recomened on this site

I would use the ones recommended on this site. Windows Firewall does not protect your computer from outgoing traffic; it is only a basic firewall.

Here are some good free recommended firewalls (CHOOSE ONE):

• Comodo Firewall Pro
• Sunbelt Personal Firewall
• ZoneAlarm Firewall Free

thanks dude

Your welcome

When you opt for a third party program that offers both inbound and outbound protection, be sure to disable the Windows Firewall.

Well my only real gripe with it ,til Vista, Is it only has inbound traffic monitoring. That meaning ,if your PC does gets syware etc.. the info being sent out is not tracked.
The firewall isn’t full featured firewall. Normal firewalls allow you to control each TCP and UDP port specifically. The XP firewall doesn’t give have this ability. Also it's logging capabilities are not to great either.
So I would use a third party. I recommend the Comodo wall.