Hi Steve,
It looks like you've already decided to install a third party, two-way firewall. I applaud your wisdom. There are several good ones, some easier to set up and some harder but offering tighter security. My choice has been Zone Alarm Free; I find it adequate for my needs and easier than most to set up. You might make a different choice but by all means do choose.
There are those on these boards whose goal is to confuse; who's primary form of communication is argument. They will remain perpetually unconvinced because agreement is not in them.
Just go with your good judgment.