AbigailII: Ah, Windows. Not doing Windows explains being able to configure your OS so you don't need a firewall. In Windows, it is extremely difficult (if not impossible) to make it safe from attacks.
As for my firewall, yes, I can configure it. No, it is not Microsoft's. You are right...Since I don't trust Microsoft's other programs, why would I trust their firewall? Actually, my computer is behind a router so it doesn't really need a personal firewall. Although, I do have Zoln Lab's firewall installed.