the included Win7 firewall is good (much better than the one included with XP... or even with Vista).   the advantages of using it are SIMPLICITY, guaranteed compatibility, and instantaneous startup with Windows. if you instead opt for a "3rd-party" firewall, you have to be prepared to "train it"... go though a "testing-the-waters" period, during which it will prompt you to allow [or disallow] each of the programs on your system that try to access the internet.   [Note:   some firewalls are "pre-trained" to know about the more popular/common programs.]  If you are not prepared to PROPERLY answer each such request for permission, then you should avoid 3rd party firewalls. Additionally, with a 3rd party firewall, there's at least some possibility that it may conflict with some programs/components on your system. And 3rd-party firewalls boot after Windows, not "with" Windows. it's also getting harder to locate a firewall-ONLY program... the primary contenders from years back have mostly bloated themselves into becoming a "complete" security suite... meaning that if you want to use only the firewall component, you still have to download/install everything, and then (hopefully) disable all the aspects you're not interested in.   [And hope that the "disabled" anti-virus doesn't somehow conflict with yours.]  My suggestion is to be sure you're ALSO using a ROUTER that offers a NAT-firewall... use this in addition to the software firewall of your choice. If after reading this, you are still insistent on a 3rd-party firewall, please reply, and I'm sure someone else will make you a current suggestion.   [I am still using an "ancient" Comodo 2.4 firewall on one of my systems, with the Windows firewall running on all the rest.]
What would be a good firewall to use with Microsoft security essentials for windows 7 . thanks 
firewall