The issue with using too many "high-end" software on a system is that they'll conflict with each others and let things thought and this is exactly what these people don't except. They think that the more they have, the best protection they'll have but it doesn't work that way.
On a side note, you can tweak the Windows Firewall as much as any other software firewalls. The Advanced Options for it will loose a common user, yes, but for users with a bit more of knowledge, they'll notice that they can do pretty much everything from there.
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