About WSA firewall compatible with windows firewall

Hi,
 
I have a question about the WSA firewall.
It is declared that WSA firewall need windows firewall to work, it is an added protection.
However, when I set the WSA firewall with block one process called "iexplorer.exe" which is ie browser.
And then I set the windows firewall to allow the connection for "iexplorer.exe".
The result is blocking the internet for browser.  
Further more when I turned off the windows firewall, WSA pops out an dialog to warn me. 
I clicked "No" for not activate the windows firewall, and WSA firewall is still open.
In this situation, I still can't use IE to surf the internet.

 
The question is, is WSA firewall independent with windows firewall?
If no, why suggest to open windows firewall?
If yes, why I turned off the windows firewall, and WSA firewall still works?
 
I check the previous discussions as well, but it didn't mention about the "independent" or "priority"
If I turned off the windows firewall( because setting windows firewall rule is so inconvenient)
Only rely on WSA firewall, what is the risk for outbound and inbound respectively?
 
Thank you.