I am totally amazed to see so many replies saying windows firewall is inefficient. Well, I used it for very long time and couldnt see anything like that. It's quite efficient, hides the computer from network and blocks all ports as required by a firewall. Only problem is that there arent many options in it.
The "extra-security" that ppl talk about is totally hypothetical. It can only be achieved when you start using your brains, not installing useless softwares, not clicking yes just anywhere, and other such cautions. It's not dependent on Firewall or AV. Windows Firewall can easily do the job it's reqd to.
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alibi