I have Eset NOD32 as my antivirus at the moment, and it comes with a built in Firewall. Should I get a better, well known Firewall such as Comodo/ ZoneAlarm, or just keep the NOD32 one?

If I do change to a different firewall, will I need to disable the NOD32 one and the firewall built into my windows computer in order for it to work well?

Thanks