Firewalls exist for the reason that they shoudn’t allow bad stuff to happen to your system by monitoring all inbound and outbound internet traffic.
Here is a free and quick way to test whether your system is really secure as you think it is because of the firewall you have :
1. Go to www.grc.com and click the Shields Up logo.
2. Scroll down to the Hot Spots zone and click on the Shields Up link to begin testing.
3. Click Proceed to see a list of various types of tests available ranging from port scans to browser headers. For this article, I have selected two of the tests : common ports and file sharing.
4. Click on Common Ports to begin the scan, once over it will show the results as follows :
5. For File Sharing test too, it will show the finished test results as below :
This computer passed all the tests :), the firewall that I use is of ZoneAlarm but the default Windows 7 firewall too does very well when tested.
Happy and secure computing.