Most virus problems will start with port 80, then once in place will open additional ports. Many things reported by a firewall are harmless,although they have potential to be destructive. The firewall software creators want you to have something to look at , so that you can tell that it is working.
Many home routers come through a user programable firewall that you access online to customize to your personal taste, such as SBC DSL service provided by the phone company, and several cable internet providres. HOWEVER, some simply supply you with an unprotected access point to the web. Call your provider and ask.
You can run as many firewalls and "resident" spam blockers as you want, but each will add some degree of lag, meaning that it will slow you down. If you have a fast service,and a fast computer, you may not notice.
Some special file sharing programs require that you have additional ports opened, so that they may operate properly, and some home networking and server applications require additional ports. The software you use to set up these applications may have trouble interfacing with mulitple firewalls, to set them up correctly.
Bottom line...If your service provider claims to have a good hardware/software firewall inplace, then a GOOD anti-virus program that checks email, and a couple of good Anti-Spam programs are all that is necessary. I would personally suggest the new free Microsoft Anit-spam program which is free, and the free SpyBot Search and Destroy program. If you feel you really want an additional firewall, the Windows firewall that comes with Service Pack 2 (WinXP) is a very user frindly and effective one that is FREE. If you are ANTI MICROSOFT, then ZoneAlarm works fine. That should keep you up and running worry free for many days ahead. HOWEVER, you should understand that no matter what you do....the chance is always there that something bad could happen, so back up your "can't loose" information to CD/DVD, and forge ahead in peace.