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The Windows Vista firewall comes with every Windows Vista computer system; it comes pre-installed. You can access the firewall via Control Panel; it is the icon labeled Windows Firewall.
In this aspect of the firewall, there are three areas: general, exceptions, and advanced.

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The General tab has configurations to turn on or off the firewall. Specifically, there you will find that it comes pre-configured set to "ON (recommended)". If you want added protection, check the option "Block all incoming connections"; this will keep unsolicited connections from your computer. The only other setting is "OFF", and this isn't recommended. This is pretty much it. Note that the "ON" setting only means that, except for the "Exceptions", the firewall will block all outside sources from connecting to your computer (i.e. inbound blocking). However, in Vista outbound blocking isn't set. I repeat, outbound blocking isn't set.
In the Exceptions tab, you will find a list of programs or ports that are exceptions to any block rules. Here you can add new programs or if you know the port, add the port to any block exceptions. There is even an option to notify the user if the firewall blocks a new program.
The third and final tab is the Advanced tab. There you can specify which interface (Local Area connection or Wireless Network connection) you wish to apply the firewall protection. It is relatively simple; just put a check mark next to the type of network connection that needs firewall protection.
I've worked with consumer personal firewall class products before, and because the concepts and technology behind firewall is beyond most users' comprehension, I can understand why Microsoft has kept things this simple. Typical users would just get lost if it got more technical than this. As it is, some of the terms already shown are terms that are foreign to most typical computer users.

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The good news though is that for the more technically adept users, Vista's firewall comes with advanced settings that can be manipulated to a level of detail that would fit most geeks' needs. The advanced features of the Vista firewall can be launched from the Administrator Tools section in the Control Panel. The user interface can be accessed by opening the Windows Firewall with Advanced Security, or by running wf.msc from the RUN command.

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Through this Advanced Security interface, one can control inbound and outbound rules under three profiles: Domain, Private, and Public. The Domain profile is intended for work. The Private profile is typically used for the home network, and the Public network is for any other network that is neither work nor home.