well, first of all...no, that isnt the case...windows, even properly "locked down" is still entirely exploitable, though i understand there are certain things you can do to help...however, you do in fact still need a firewall, simply put...if a trojan gets in your system, and infects a windows file...what does windows do about it? nothing. a decent firewall will recognize that something is wrong, and stop it from axx the internet, til you can fix the file...a decent AV program helps too...but some viruses shut down AV programs lol...