With P2P, it's more important to have a firewall, then if you had a server. Windows Firewall has come a long way. You could also consider Microsoft Security Essentials as your malware solution. Better than Norton or McAfee and won't screw up your computer.
Not that it matters, but you can also open port 61067, which will accomplish the same thing as adding AC program. But, generally, once again, if you have connected once, it usually does this automatically.
