True you need to configure it properly but you dont' need to go around everywhere reading up on it by any means, just pick a good Personal firewall and use it correctly, . Just use something simple and effective like Sygate personal firewall or Neowatch. www.sygate.com and www.neoworx.com. BTW I'd get Noewatxh before McAfeee screws it up......
Anyway those are simple to use and if you read the help when you need it and dn't just clicking at crap you should be fine.
Hope this helps.