Well may be if OA is free for 1 year and really is a paid version? Since possible it came with computer it might not be true free version. Paid "firewall" package is just as much security suite as Norton! If regular free version there is no problem
http://www.tallemu.com/free-firewall-prote...n-software.html If paid version you might get away with disable those poor scanner modules, dont know for sure. Impossible to avoid overlapping features. You most likely already have a little now with Defender. Startup entries, IE protection, certain driver installations - cant remember OA settings but probably in there. They all want your attention.
A-Squared do not have resident or "live" parts in free version according to this
http://www.emsisoft.com/en/software/compare/ so should be ok. Last I tried it I got annoyed about too many false positives, just so you know. Seems like database is huge so mistakes unavoidable. A bit too much though. Might have improved and of course depend on your setup vs. A-Squared. Just dont freak out if hits are high.
Ive noticed local certified malware geeks are very busy warning against free AVG since it does not detect rootkit. Is taken off "recommend lists" for same reason, and a few more... Up to you but remember Avast is close to release new version which look very nice. And Microsoft also soon release new free Antivirus/antispyware (replaces Defender completely). Both at least on AVG level or better. Both should be out in october, so at least 2 good free alternatives.
AVG vs. Defender, link is gone but they say there is no problem except during install where you should disable Defender and UAC. Strange, but they say AVG can have trouble installing startup entries properly. Seems like excuse for bad installer - and most likely of zero importance to you.
If you want a firewall with extras I think you already have the best - even if you dont know where it came from! That is has not messed you up by now is partly why it is good

Rest is not any easier that is for sure. Very much a personal choice and all depend on setup. Can be invisible or highly visible. May be you should check Vistas firewall is disabled, OA could have messed up during install - will not correct or warn after that I think. Check security center which warns against 2 software firewalls.