Best answer by Baldrick
Welcome to the Community Forums.
Essentially, the Windows Firewall for Win7 & Win 8 is very robust especially in terms of handling the Inbound so WSA cedes/allows it to handle the inbound security whilst it covers the outbound transactions. The WSA firewall effectively replaces the Windows Firewall outbound.
Please see this Knowledge Base Article for more information. And this previous thread on the subject is worth reading for more insight.
Hope that clarifies for you?