See, no one likes being hacked by the lazy. If your going to have your identity stolen, your credit ruined, your personal information destroyed or computer disabled you want to know it was done by someone who really put for forth the effort.
Using a software firewall on is making sure they have that extra hurtle to go through. It makes sure you keep out the hacking riff-raff. If your life is going to be ruined, you want to know it was done by someone with l337 skills.
So remember kids, always use a software firewall along with the hardware firewall used by your routers. That way when you do get hacked, you'll have something more interesting to talk about with MS support trying to recover your shattered life than the regular topics of the 'blue-screen-of-death' or why Microsoft can't keep their 360's from self-destructing.
Happy surfing!
- Blackstar