Frankly, running an outbound software firewall is like closing the barn door after the horse got out.
It's like having an alarm on your house that only goes off AFTER a burglar has taken your stuff and closes the front door on his way out.
Sure, it tells you your running a bot, but then what? You're still owned and the firewall didn't prevent it from happening.
In that sense, it makes a good diagnostic tool that's handy to check on the status of a system, but the overhead of running it constantly is hardly worth it, not to speak of the contstant annoyance of a firewall always asking you if you want your legitimate apps talking to the Internet. Sometimes when cleaning out a screwed up system (and trust me, there's BIG MONEY in doing it), I'll install Commodo just to see if it blocks anything, and then uninstall it after it doesn't see anything.
Generally, you SHOULD have been running good AV (and not halfassed AV) all the time and probably good antispyware monitoring typical hidey-holes, browsing with an alternative browser, and been getting Windows Updates automatically to keep this problem from happening in the first place.
In other words, I agree with Vulcan here.
-Llama