One guy told me that there is no need for a firewall if you are connected to a Router which is already has a firewall
How true is this statement?
it’s a wrong and misleading statement. You router firewall won’t filter outbound connection for a start, and won’t be easily tweakable for incoming connections (not done at application level like with a software firewall), no alert etc…That’s bullshit, a big majority of software firewall users are on broadband you know ;D
edit: don’t get me wrong, the router integrated firewall offers serious protection, but that’s not enough. On the other hand it’s a first and important layer of defense.
@ Logos
Thanks for your advise. It is taken ;D
But how true is this statement
If you have a router with network address translation, or NAT, enabled (most consumer grade routers do, by default) then there’s no need to enable the Windows firewall.
http://ask-leo.com/so_do_i_need_the_windows_firewall_or_not.html
Not true… 
I think you should use both for security/flexibility reasons.
asyn
In the end its all down to personal preference and your requirements.
It is perfectly fine to just use your router’s firewall.
It is perfectly fine to use the router + windows firewall
It is perfectly fine to use the router + outbound filtering firewall
The question you need to ask is, what do i need / want?
I myself have no need for outbound filtering and stick to windows + router firewall.
I have NAT enabled on my A-link RR24APi+ modem, and modem firewall turned off. Windows firewall is enabled. Should I turn on my modem firewall?
Please read here:
http://www.firewallguide.com/faq.htm
http://en.wikipedia.org/wiki/Network_address_translation
asyn
I would turn it on for testing. If you have no problems with it, leave it enabled.
But sorry, i don’t know the modem and can’t say if this works well or not…
asyn
Should Advanced Firewall Filtering be Enabled?
Only true if one agrees with Leo’s statement from the article:
“… There’s a wide variety of opinion on this, but personally, I’m quite happy simply behind a router and with no outgoing threat monitoring. …”
Besides monitoring outbound traffic for possible malware, can also use software firewall to monitor your installed software “phoning home”, and block the ones you do not want phoning home. Been use software firewall since ZA was first released.
As for me, I would not be on the Internet without a 2-way firewall.
Doing otherwise is just asking for trouble and, sooner or later, one will get that trouble.
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myself have no need for outbound filtering and stick to windows + router firewall.+1
Malwarebytes Developer Interview with Bruce Harrison who is a developer at Malwarebytes – the company who created Malwarebytes’ Anti-Malware:
http://www.besttechie.net/2008/08/20/malwarebytes-developer-interview <== software firewall discussion begins about 8 minutes into the video
Both videos are well worth watching.