The free version is all you need, the full version has extra's "features" that are nothing to do with firewall functionality.
FREE for home use
KPF 4 is available in two flavours - full and limited free version. The free version is free for home users. After download and installation KPF will function as the full version for 30 days, after which it will become the free version. This version lacks the content filteing capabilities (blocking pop-up windows, ads, VB scripts, cookies, etc.) and other extra features.
Your choice of course - but no one I know who has switched to using KPF has ever gone back to using ZA.