I'm sure this is meant to be used alongside a firewall instead of as a substitute for one. Layered security is the trend right now with the idea being if The Bad Guys make it through one of your layers of defenses they probably won't be able to make it through all of your layers. Also, different programs have different strengths so ideally you would choose programs that built built off the strengths of one another while alleviating the weaknesses that Program A has by using Program B alongside it.