I didn't know your webroot comes with Firewall. I was under the impression that you bought only the Spysweeper.
Use only one firewall at a time. IMO, you can get by with Windows Defender & Firewall. If you want a 2nd antispyware, set it up as on demand. Both Defender & Spysweeper can be on demand. On Spysweeper, go to Options, programs, other options.
IMO, Windows Vista Firewall would be better than Webroot's cuz it blocks inbound & outbound and can do group policy & connection profiles. The frontend is in control panel. The advanced one is hidden in Admins Tools.
If I were you, I would use Spysweeper as resident and Defender as on demand, and if possible disable Webroot firewall or remove it from OS and use Vista Firewall instead. If you like pop-ups, there's a free add-on for Vista Firewall.
http://www.sphinx-soft.com/Vista/index.html
Basically, every time a program goes online, the Control will pop up and ask you for permission. Works like Zonealarm.