Originally posted by Wolfy:
Software firewalls do not do the same thing as hardware routers. Hardware routers close ports to regulate what traffic passes through them (as well as matching incoming data to outgoing requests, etc., etc.). Software firewalls regulate what programs on your computer have access to the Internet and the network. A combination of software firewall + hardware firewall is a pretty good bet (assuming that you correctly set up your software firewall rules) against any unwanted traffic.
A software firewall can't keep programs that are running on the same machine, as the firewall, from accessing the internet. There are many ways to tunnel a firewall. As long as the program runs on the same machine nothing keeps it from giving itself a rule to allow traffic or just use your standard browser to communicate.
Ironically ZoneAlarm was one such program that tunnels the firewall (in this case, itself).
FGR, I'd use the Windows Firewall, if you need one. It does everything a firewall can do, without messing up your internet connection.
Configure your software correctly and use only software you trust.
Sorry for the lousy German