Yes, I have one. It's very easy to set-up, you just plug it in between your broadband modem and then to either your router (for a network) or your computer and you're good to go. In fact, anyone can install it in just a few seconds.
As to its peformance, it seems to work great. In addition to using the alphashield I also have a router with a firewall and then a software firewall on my computer, so with 3 firewalls it's hard to know which is doing what.
However, I tried it one computer with the software firewall turned off, and the online tests I tried said it was completely protected and so couldn't be hacked. So now I know the alphasield actually works.
The bottom line is it's a great firewall device with, as far as I can tell, no flaws. It really protects your computer or network, and it doesn't slow down the internet connection. If you have a router with a firewall, it might be an unnecessary additional expense to get one, although it cannot hurt.
I'm not an expert on this kind of thing, just a home user. However, I'd be happy to try and answer any questions you have on this product.
Hope this helps,
Has anyone used alpha shield firewall