Careful... hardware firewall functions do not necessarily equate to software firewall functions. A typical home hardware firewall (which is what I'm assuming you have) is completely blind to what software is reaching out to the web whereas a software firewall can monitor at the application level.
If you're looking for one-way firewalling, blocking suspicious traffic from coming into the home network, then your hardware firewall, properly configured, should do the job. If you want two-way firewalling, or if you want something at the machine-level in case the hardware firewall is breached, you need to consider other options.
