Completely true, just that on a netbook, if you want the best performance, go with the windows firewall. If you truely want another third party solution, know your consequences. Though, if you take your netbook to public locations to access the internet, the use of a firewall is integral.
I believe that you should focus on what you have, not on what you don't have, in this case, if you have a router firewall, or windows firewall. The less you have, the more, performance wise. Adding more security is in my opinion not a good sacrifice for performance.
It is your choice of what firewall to use,though I would definitely recommend only a router firewall and windows firewall for best performance and security ratio.