I just had to add this in about the New Firewall in Vista.
Do not be deceived by the Firewall in Windows Vista.
It is a fully configurable firewall with plenty of power. And highly configurable once you enter it's Enhanced Interface.
Note: The firewall in Vista is set by default, half disabled.
You should learn about Vista's firewall, and set it up to fill your own needs.
Here is a link that should help you learn and configure Vista's Firewall to receive the best protection for your system.Vista's Firewall