Sarah, it is alright to let windows manage your firewall as long as your modem or router has its internal NAT firewall enabled. Most all do have it enabled by default. Other types of firewall software is of course usually better, but can sometimes be more trouble than they are worth if you are not real computer savvy. They will require more tweaking and setting up than most people are used to dealing with. You shouldn't have any trouble with just letting windows handle your firewall needs.
