Well you are ahead of the game because it is apparent you know to shop for security softwares (antivirus, antispyware, firewalls). Do know however that Comodo has been rated as one of the top consistently.... I have used it and it is a bit "agressive" that can be tedious - even over-bearing, like many pop up warnings and permissions and so on. There are enough great personal firewalls around and each of course have their favorite features aside of their rated protection.
Basically, the hardware firewall is for Routers in Home Networks that is fending off intrusions and attacks to your broadband modem and internet connection like DNS attacks (google it) and exploits that are generally trying to hack your connection to do bad deeds. As well blocking unauthorized piggy backers onto your connection. They are more concerned with keeping you in a secure internet connection with your ISP service (AOL, MSN, Earthlink etc) as opposed to protecting your computer. Enter software firewalls.
There are some inferior arguements that hardware firewalls are 'better' than software firewalls. This is perhaps even stupidity to be blunt and certainly irrepsonsible advice for security solutions for the average consumer. Your top antivirus companies (example Symantec Norton) ALL advize consumers to have software firewalls for home/office computers installed as well as the included hardware firewalls in routers activated and secure settings chosen.
Don't give in to the hype that big companies are just making a buck because that is certainly not true. All the Professionals and Experts practically attempt to explain it is mandatory today to have paid shareware security software in place including a software firewall, antivirus, and antispyware - paid because that activates real time protection which is not in "free stuff" with the exceptions like Comodo Firewall and Microsoft Windows Defender (antispyware).
Here is a link to bookmarks to websites that show test results and ratings for all these including firewalls: (happy hunting)
http://tech.groups.yahoo.com/group/BlueCollarPC/links/Reviews___Product_Reviews_001199424595/
webmaster http://www.BlueCollarPC.Net
(Computing Safety themes)
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