Ah, I assumed you were using Kaspersky. My bad. But my recommendation would still be the same. If you need a Kaspersky-esque firewall… just use Big K itself. I do just fine with Windows Firewall Control but if you want something other than Windows Firewall, Kaspersky is a solid choice.
As for the moral stuff of using Kaspersky, I’ll keep quiet about it. Most don’t like what I have to say. Just evaluate if the product is right for you, and if your country is OK with you using it. You don’t want to accidentally get in trouble over something as minor as AV.