Security Basics: Zonealarm+Windows Firewall

[barcajax () gmail com]

I have been using Zonealarm for many years. I've only started using Windows Firewall recently after upgrading my XP to 
SP2. I know that Windows Firewall only filters incoming packets (correct me if I'm wrong) thus I have kept my Zonealarm 
installed and running.
What is the implication of running both firewalls concurrently? Does Windows Firewall automatically take precedence 
over Zonealarm? Does this constitute a 2-tier firewall on my home PC?
I noticed that Windows Firewall does not notify me before dynamically adding new rules to allow traffic through. This 
concerns me greatly and I am contemplating turning Windows Firewall off and relying on Zonealarm. Any comments?

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