Is the OP asking if they should use the firewall in Outpost, or, not use the suite's firewall in favor of Spy Shelter?
Depends on how you define protection. In outbound leak test done by Matousec, they are both about equal: http://www.matousec.com/projects/proactive-security-challenge-64/results.php Also I assume you have the Pro version of Outpost? Also Internet Security software is designed to work as an integrated product for maximum protection. So I would say use the Outpost firewall.