I think there is some extra value in having a firewall like ZoneAlarm, especially when it is free. With it all your ports will be found to be stealth. It also prevents applications on your PC from "calling out" unless you allow it. The latest version (2.1.25) also has a feature to warn you about .vbs files that you may receive via e-mail. Unless you have some reason to exchange a .vbs script with someone, they are more than likely a virus or worm.
No, I have not heard of Security 98. The two common firewalls are ZoneAlarm and BlackIce(not free). Here is a ZDnet about the free ones out there.
One big advantage of ZoneAlarm is the simple setup. It basically starts secure, and then you as needed give applications access. You can select to give it access without asking again or to ask each time. This can be changed later with the Programs tab.
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