The problem with all the PFWs I have seen: they don't really want the user to learn. The messages are far too short with far too little explanation that you cannot really understand them. Usually you will not find a applicable tutorial with the message... This makes even many of those you are willing to learn think they will never be able to comprehend what is going on nor be able to protect the computer or themselves. Therefore they will soon believe that PFWs are mandatory on a computer...
The Microsoft wizards as well as the software I have installed always mentioned during the setup that ports will be opened in the firewall. I would say if people "never know" about this they either did not read the texts on the screen or they installed questionable software which does not warn them about this. If they install questionable software all security is relative anyway...
You should visit me. Strange enough, all the people I have visited using the XP firewall never got compromised. But that's maybe because they were brainless before using the PFW and never got a clue what was going on. After I have removed the garbage from their computer (formatting...) which got through despite all PFWs I explained them how PFW works and how effective they are and about the XP firewall. Now they use the XP firewall only and they are fine and careful. But, O.K., I suppose it helped to loose all data for once and to have someone explain it to them (which only took 30 minutes or so...)
You and I know very different people...
Gerald