Ehh I don't like the windows 7 firewall its worse than useless it fails pretty much every test from the Comodo leak test to the GRC test it basically provides the same level of protection that wrapping your modem / router in a paper bag provides to the point you might as well not have it that said zone alarm and Comodo are not perfect ether but they do at least get a decent protection score that is way above the windows 7 firewall its not funny. While your correct you will probably never get attacked by another user however that is only 1 form of attack the most common are automated systems that probe IP addresses for vulnerability's ether from a dedicated system or from a compromised website and when found they are turned into places to store illegal things or bots to be used in illegal activity or to farm personal info.
Oh, um, I keep forgetting that I'm behind a Windows Server 2008/2012 that is pretty-much bullet-proof, or millions of companies using it out there for their corporate communications would be in shambles....
Sorry!
P.S. If you're up for REALLY getting into (server) computing: Many universities
give out free copies of Windows Server XXXX to
any student in any-level computer course. If interested, ask your instructor about your school's Microsoft Software for Students program....
Search: microsoft software for students uk