A good software firewall will prevent or warn you of outgoing traffic as well as blocking incoming. The hardware firewall within the router will do a good job of hiding you so you will stop seeing messages that alert you to port scans etc from your software firewall. When I got broadband, I sat it behind a router with both NAT and Stateful Packet Inspection firewall. Shortly after, removed Zone Alarm Pro and have had no problems. But, note that I am unprotected in terms of outgoing stuff. I can live with that as I rely on a totally paranoid approach to incoming email to protect me from getting a virus or trojan on my PC.