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All firewalls will require some amount of configuration. Generally, a good firewall will block virtually everything and you will need to make allowances for things you want to work. A bad firewall will be open by default and let you close things. This defeats the purpose of a firewall, as there are MANY things. As an IT Security professional I can assure you that the first way is the way it SHOULD be. Also note that software based firewalls do not protect you as well as even a cheap hardware based firewall. Just food for thought...
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