okay, let me rephrase that:
If you are creating a small home network that you don't care TOO much about security (just as long as "script kiddies" won't get into your LAN) then Windows with a software firewall would suffice.
But if you are like me, where I care very much about performance and security, where I wouldn't want my firewall/router lagging during high traffic, where I can keep away "ELITE black-hat" hackers (not just "script kiddies") from taking over my LAN.
But you maybe thinking, "hmm, I don't have that important data on my harddrive that anyone would want to steal...it's not like I keep my credit card # stored in a file on my desktop"...but reality is that you don't have to worry about hackers getting into your computer and stealing data, but USING your computer (and identity) to get out the open world and harming other computers via YOUR computer.
Now, to prevent that, you would want to use an OS that was DESIGNED with security in mind first--and that is exactly what OpenBSD is. It is a Unix-type OS that was created from the bottom up with minimal open ports, minimal startup deamons, etc....made especially to be secure and safe. In all honesty, Windows was created (and probably always be created) with usability and compatability first, and secruity a distant last.
Not only that, but if there is one thing that Unix and Unix-type OS does MUCH better than Windows, is it uses computer resources VERY well. They are true multitasking OSs...they utilize memory allocation and CPU processes very efficiently, while all of Windows does not (well XP is "a little" better than previous versions). Again, if performance is important to you, then you would go the Unix route, otherwise Windows might suffice. Another thing, Unix and Unix-type OSs needs very little maintainance compared to Windows--it will usually go for months, even years, without a reboot...it is very stable, as well as secure.
So ask yoursef this:
Do you care about performance?
Do you care about REALLY-BAD, REALLY-ELITE hackers?
Do you have the time to setup and install an new OS (and learning the basics of it)?
If you answer "yes" to all three, Linux or OpenBSD is your solution. Otherwise, go with Windows and ZoneAlarm, or even Tiny Personal FW.
I bet I know what you are thinking, you answered "yes" to the first two question, but you really don't want, nor have the time, to learn a new OS. Remember, though, that the time you invest is worth the price of your data, computer, and reputation. If you do decide to go the Unix way, might I suggest you read up on the hundreds of articles on the Web, as well as getting the book "Building Linux and OpenBSD Firewalls" by Wes Sonnenreich and Tom Yates. The version I have is quite outdated, there maybe a newer one. If not, it is still okay, a mojority of what you need to know to set up a firewall is in the book, even if you are using a newer version of the OSs that they use in the book. Just read the book carefully, plan things out before you get started (how you want to setup your network, and what you need to keep safe, etc)...and over the weekend, you can have yourself a VERY secure LAN with really good performance.
Oh, since I went on about the pros about Unix and Unix-Type OSs, I'll do the same for Windows (just to be fair =). Windows is (and probably will be for the next few years) easier to "pick up and use" and more compatable.
You decide what is more important to you...
<b><font color=blue>Via chipsets, SiS chipsets -- all the same...all made in TAIWAN!