On XP Pro I run Online Armor Premium, NOD32, and Sandboxie. Sandboxie has a setting to improve its cooperation with Online Armor; Online Armor has a setting that improves its work with NOD32. NOD32 is designed to work with other security programs. With these three programs you do not need any other, except your human brain, and some on demand scanners and rootkit diagnostic programs if you are as paranoid as I am. The human brain can protect from social engineering or make the system weaker.
If you have Online Armor and Sandboxie, Sandboxie’s default has the Online Armor already checked. If you have OA with antivirus its even simpler I suppose.
I don’t know the reason that Ronen Tzur , creator of Sandboxie, provided a process to cooperate with Online Armor; perhaps Sandboxie will detect and cooperate with other firewalls too. I will ask him through his forum.
I note that Ronen Tzur, Tallemu, and Eset are not the big boys. I believe that their products show that there is genius, technical expertise, and artistry in their creation. Excuse me, I tend to develop crushes on companies that make good programs. I apologize.