It's also not a firewall. I'd consider posting your question in the Cnet Spyware forum which such questions are fielded daily.
Here I'm using the MSFT supplied firewall and the newish Antivirus given with the Google Pack.
I'm using win xp home and i want to install malwarebytes anti-malware. I also have internet connection. Do i need a firewall whit this antivirus program ???