Some people are hesitant to use Windows Firewall because it allows software to alter its state via an API. The benefit of this is that the Firewall configuration can be centrally manged in GPO.
On the other hand, malware can change or alter Windows Firewall settings unbeknownst to the end user.
Has anyone, vendor, or even research group studied the impact and ramifications? What are your experiences with "programmable firewalls"* and should they be used?