Two software firewall?

[idrinkmilk]

I can't use a router any more and now have to rely on software firewalls. I'd like to use Sygate because it promts me so seldom so I know exactly what to let through and what not to let through. I'm considering adding Zone Alarm Pro because I fear that Sygate isn't enough protection now when I don't have a routers since the last update to Sygate was 1995. ZoneAlarm promts me alot more though and the result of that is that I stop knowing what I should let through and what I shouldn't. That's why I'd like to use both firewalls.

Would using both firewalls work well? Or would there be conflicts between them?

Thanks for the help