Both programs have spyware detections but if you want to add extra layer of protection, you might want to add a Hosts file:
http://hosts-file.net/?s=Download
http://www.mvps.org/winhelp2002/hosts.htm

Then run online scan using http://www.superantispyware.com/onlinescan.html (once or twice a week).

Windows Fiewall is OK to use. If you only want more features on firewall and extra protection, you can try:
Online Armor
Download: http://download.cnet.com/Online-Armor-Personal-Firewall/3000-10435_4-10426782.html
Support: http://support.tallemu.com/forums/index.php

Outpost Firewall
Download: http://download.cnet.com/Agnitum-Outpost-Firewall/3000-10435_4-10913746.html
Support: http://www.outpostfirewall.com/forum/

But if you want simple firewall protection, keep Windows Firewall.