Most Internet Security products include anti-virus and firewall protection plus various other features depending on the software vendor...and for those reasons it is called a Security suite
I'm not an advocate of suites. All-in-one tools and suites are filled with extra features (including "bells & whistles") which typically use more system resources than separate programs that do the same task while other suites leave a much smaller footprint. Suites tend to have varying degrees of strengths and weaknesses accorded for each feature they incorporate. Internet Security Suites include a Firewall component, which IMO is unnecessary since the Windows built-in firewall is one of the best
and provides adequate protection
. Further, many folks also use a router which is essentially a hardware firewall.
In contrast, separate tools are designed, built and maintained with a greater focus in a specific area so they are generally of better quality and more effective at what they are designed to do. This means the program's performance for that particular feature is usually superior than their all-in-one counterpart. Further, all-in-one tools generally do not allow the user as much flexibility in tailoring program settings and usage.
If you are adamant about using a suite, then I would recommend one of the following:
See my comments at the bottom of Supplementing your Anti-Virus Program with Anti-Malware Tools
as to why I recommend Emsisoft.