Dont use it period. Look Here. http://www.matousec.com/projects/windows-personal-firewall-analysis/leak-tests-results.php
Take the leak test results for what they are. They test old versions and disable critical components of the products to get a "pure" test. Good info, but only if you understand the testing process.
I liked V2 of the free PC Tools Firewall Plus, and I still have it available to reinstall, but V3 was a disappointment. I used that gap to try out Comodo, which was also a disappointment, then decided to retry ZA.
I did, and they are not the most current versions. In fact, most of the products are the XP, not the Vista versions still.
PCTools' version 3 is promising, but buggy. Ditto for Comodo version 3. NOT buggy (and it's bloody doggone good) is Webroot Firewall -- free, of course.
Webroot is weird, especially out of the box settings for program control. Not recommended. Comodo v3 is far better, install and forget.
I would have to say from looking at the forums you should stick with 2 until a more stable version of 3 is released. Seems like they rushed it out and are trying to fix everything now. I know you will find some rules others created in that area, but I don't recommend using them with the newer versions of 2, you would be much better training from the start and finding your own settings. I got so frustrated with PCTFW I un-installed it and switched to OA free on the windows side of my box. The last statement should not deter you in anyway from trying out what will work in your particular setup(for your sake I hope it isn't Vista && PCT), personally I use IPTables now HTH