Just to go back to question 3 of the original post
Windows firewall has a number of firewall pre-sets for different usage scenarios, such as Home, Domain, (work), or public, (Coffee Shop Etc.).
This settings mirror the Network types in The Network and Sharing Centre, by selecting the network type in The Network and Sharing Centre you automatically select the related firewall pre-set. This allows you to have the firewall on in a public network but off in a home network.
I would class Comodo firewall as highly recommended with the proviso that you take time to fully understand it's operation as it is more complex and powerful than many others.
Saying this if you are running behind a modern router with NAT then the windows firewall is adequate