I gave the Win32 port of Qtfw a try the other day. It's useful to learn rule syntax with but since it appends the ipfw command to the beginning of each rule in the scripts it generates, I can't find much use for it. However, it might come in handy for getting a visual look at a more complex ruleset before deploying it.
Perhaps appending the ipfw command is how it's supposed to work under FreeBSD but it looks like whoever made the Windows port didn't test it out with the stable release of wipfw. Either way, it's a non-intuitive application and I wouldn't recommend it to novice users.
-Gary