ComputerWorld reports: "Microsoft Corp. has touted Windows Vista as providing significant security improvements over Windows XP, and it offers the Windows Firewall, with its new two-way filtering feature, as one example of that better security. ... But as shipped, the Windows Firewall offers little outbound protection, and it's not clear how outbound protection can be configured to protect against spyware, Trojan horses and bots."
The Windows Vista firewall is improved over Windows XP firewall, but comes up short when compared to other commercial firewalls. Although, the firewall that comes as part of OneCare is actually better then the one that comes with Vista.