I can't believe this question is even being seriously asked. A firewall won't necessarily stop malware from getting on your computer, but a software firewall, such as Zone Alarm, can keep a trojan from phoning home.
It's true that most people won't know the difference between svchost.exe and mxtarget.dll, but does that mean no one should have the opportunity to make that decision?
Only a true internet moron would opt for uni-directional protection.
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