You should be fine. I really wouldn't recommend an aftermarket Firewall, they really don't work that well and whenever I have done security tests with different VM machines set up from different firewall vendors they all have their own set of issues. Unless want to spend $2500 for a dedicated piece of hardware for a firewall there really isn't any point to it other than just using the windows provided firewall. The only other three things I would do is setup something like WOT in your web browser, disable JavaScript, and download and install cryptoprevent using the set it and forget it settings. You could also use something to route all your traffic through a AV vendors firewall like some VPN service providers do but that is about it for the average user. You could do more but by then you would be like me and it would take you 10mins to get everything up and running on your computer when you first turn it on, and 10 more mins when you get ready to shut it off.