Maybe you should read some articles on software vs hardware firewalls?
I'd respectfully suggest that an article about software firewalls and broadband that was written in 2003 might not be at the bleeding edge these days.
I can see where you're coming from in that there's "no harm" in additional protection. One firewall good, two better, right? However, what you've got to weigh up is whether the risk mitigation outweighs the admin and performance overheads.
For a software firewall to be effective, it has to do one of two things. It either has to be configured securely, a difficult task for networking experts let alone end users, or it has to prompt "do you want to allow this program to access the Internet" continually, which gets right on your cods in short order (as half the time it will be something like asdf32.dll making the request, and you start clicking 'yes' automatically out of frustration). Once you get into this mindset, you've just rendered the entire thing useless and all it's giving you is an overconfident false sense of security.
So yes, I can see your argument. However, your time would be better spent following safe computing practices and making sure your computer is up to date (Windows Update, Java and Adobe particularly).
For example, the article linked says, "Consider this scenario: What would happen if you received an e-mail message or visited a website that contained a concealed program?"
Well, if you received such an email then you wouldn't open it, and if you did then you certainly wouldn't run the attachment, because you know better than to do that. If you visit a poisoned website, the security updates and patches would neuter the threat (unless you're very unlucky with a zero-day exploit).
So, yeah. Are you doing any harm by running a software firewall? No. Is it essential to install one? I'd say not. Bear in mind that every version of Windows in the last ten years has had a firewall built in anyway, I'm struggling to see a compelling reason to install a third party product. Typically they tend to be chatty (because you can "see it working" then) and cause more problems than they solve (especially if you work from home and have to use a corporate VPN client).
EDIT - I forgot the salient point of the entire argument here, which is that you are already behind a hardware firewall.