Ah, I see. Well OP, there is another school of thought from Thenry there, clearly. I would still keep it turned off. It takes all sorts I suppose.
But if you do keep it switched on, and something you do over the net one day gets an intermittent drop problem, or some other weirdness occurs, remember to turn off the firewall and test to see if that's what's clamping down on you.
(Psst, turn it off, it's rubbish! But don't tell Thenry I said so...) 
~