The average user has several programs that regularly access the Internet (whether he or she knows it or not), some virus problems, and an interest in a cheap or free solution with minimal configuration and maintenance headaches. Advanced options like encryption, ad-blocking, cookie digestion and hiding offer greater privacy, but often entail more work on the user's part. There are trade-offs, as always, but most firewall packages provide simple enough interfaces that anyone can monitor the firewall's activities. Firewalls are no longer the sole responsibility of senior network administrators -- we are all qualified operators.
Inbound filtering refers to any incoming data. This is what most people equate to the work of a firewall. However, outbound filtering can be just as important, if not more important to the security of a system. For example, after installing a firewall like Zone Alarm for the first time, many a user will notice strange programs trying to access the Internet using unusual ports. These could be malware that nestled into the system through a variety of means. Many people are unaware that they already have such malware installed, and possibly have for some time. In the worst case this could cause their computer to act as a "zombie" or "drone" under the control of a third party elsewhere on the Internet. As this type of malware is often not discovered by anti-virus software, the purpose of outbound filtering is to detect these programs and prevent them from doing harm to others. In addition, outbound filtering will notify a user of other attempts to access the Internet such as by spybots and spyware, and thus prevent the leaking of your personal information into the ether.
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