As far as Network concern, most serious users agree that Broadband users should use a combo of a Router?s NAT Firewall (which protect the whole Network) and a Good software Firewall that adds protection to each computer.
Why?  See here:    Basic Protection for Broadband Internet Installation.
Given that the NVIDIA Firewall is a Mobo thing, it is Not in completion with the Router. 
It might be in competition with the individual computer?s software Firewall.
Personally I use the Norton Internet Security for one  ?Big Reason?; it is a Firewall, Antivirus, Popup Buster, Ad -Buster, and more in one package.
My experience shows that One package is better and less troublesome for the TCP/IP Stack. Otherwise the Stack is intercepted by few programs each doing its own things and sooner or later it goes to the Moon.
However if software firewall slows down an important activity on your computer the NVIDIA Firewall might be a solution.
For a user of one computer (No network) the NVIDIA firewall + Windows XP SP2 Firewall should provide adequate protection.
:sun:
P.S.  Using more then a Router NAT- Firewall and One software (or Mobo) Firewall serves No Real purpose. And it will increase the number of ?Computer Frozen? incidents, and the need to open each special port more than tow time.