No. Generally we do not recommend using any third party firewall software. Windows (since XP Service Pack 2) has a built-in firewall that is seamlessly integrated into the Operating System. Third party firewalls either deactivate or overrule the Windows Firewall which can lead to a myriad of problems. For instance, the firewall and DNS-leak protection in the AnonymousVPN software are using the Windows Firewall to make sure that no DNS-leak occurs and all your traffic is being sent only over the encrypted tunnel. When using a third party personal firewall this functionality will not work.
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