1. How did you detect this Vundo's presence?
2. Does not your BD security suite already have an integrated Firewall?
I detected Vundo's presence because the Internet Explorer would start automatically (even though I use Firefox), and ZoneAlarm was giving messages of blocking the site 89.188.16.50, and I posted on the net forums, and people told me that it was the Vundo virus, so I finally downloaded a patch and got rid of it. As for the Bitdefender thing, yes, I think it does have a firewall, but to tell the truth, with newer and newer viruses coming up, nothing can be really effective. A word of advice though: I hardly ever update, maybe once in two months or so; now, after I got this virus, and I updated Bitdefender, it immediately said that it had found the Trojan.Vundo, so maybe if I had updated earlier, it would not have entered my PC. And yes, there is still a problem in my PC: every time I start it, the found new hardware dialog comes up, though I haven't added anything.
My suggestion is that you try DefenseWall HIPS, it is believed to be the next thing in protection. There are other such softwares as well; there's something called Sandbox, though I don't have much knowledge about all that.