I'm currently using a firewall from McAfee Security Center. Should I be
using Windows Firewall in place, or in addition to McAfee?
Pick one of them. Although I'm not a fan of anything McAfee, it
probably makes little difference which.
Don't run two firewalls. You achieve no extra protection, you incur
the extra overhead of running two firewalls, and you run the risk
(probably small, but not zero) of conflicts between them.
See
http://www.microsoft.com/athome/security/protect/firewall.mspx
which includes the following:
"Q. Should I use both the built-in firewall and a software firewall
from a different company on my Windows XP computer?
"A. No. Running multiple software firewalls is unnecessary for typical
home computers, home networking, and small-business networking
scenarios. Using two firewalls on the same connection could cause
issues with connectivity to the Internet or other unexpected behavior.
One firewall, whether it is the Windows XP Internet Connection
Firewall or a different software firewall, can provide substantial
protection for your computer."
Also note that if you update your third-party firewall to a new
version, the update routine will probably turn it off first. If the
Windows firewall isn't running, you will temporarily be left with no
running firewall, which is very dangerous. So turn on the Windows
firewall temporarily before doing maintenance on your third-party
firewall.