http://www.eweek.com/article2/0,1759,1635083,00.asp

On the other hand, Windows Firewall has a more serious shortcoming, according to critics such as Zone Labs, maker of the ZoneAlarm firewall: It can be turned off by a third party. ZoneAlarm, McAfee's Personal Firewall Plus and Symantec's Norton Personal Firewall are all being updated to disable Windows Firewall when they are installed, and switch it back on when they are uninstalled.

And if another firewall or an administrator can switch Windows Firewall off, so could an attacker, argued Zone Labs. Critics also said the firewall should have included outbound blocking, used to stop malicious code from being used in a distributed denial-of-service attack or to send spam, for example.