It's great that your set up works well Makes a nice change from hearing that people are having problems. If you're happy with running 2 firewalls, nobody's going to try to change your mind!

But there's a bit of info to suggest that using multiple firewalls can cause problems. Microsoft, ZoneAlarm, Symantec (Norton & Sygate), Kerio all strongly recommend that only one software firewall be used.
So I still think it's a good idea to suggest that a user with a firewall problem limit themselves to one only & configure it for LW. There have been several cases here where Norton's firewall has conflicted with XP's & simply disabling the XP firewall has solved the problem!

Sure, lots of probs do arise from an internal firewall within a modem/router... then we would look at enabling UPnP or port forwarding