yes and no. if you do a lot of browsing and downloading from P2P and FTP then yes its necessary.
Your question is very vague, its not necessary to have anything, you don't need to have anti virus, antispyware protection...nor do you need a firewall...its really all up to you and how protected you want to me from the harmful things around on the web.
I would recommend using Comodo Firewall. http://www.personalfirewall.comodo.com/
Its a great firewall i've been using for a long time now, and it does what its supposed to do.
So to answer your question, is it NECESSARY to have?? NO, its all up to how protected you want to be from threats and harmful things.
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