The first line of malware defense is a robust firewall between your business and Internet. When you’ve firewall on each computer, you add another layer of protection. Both SBS 2008 and Windows 7 ship with firewalls that help protect you from malware. But how do you manage all these firewalls – router, SBS 2008, desktops and laptops – so they provide uniform protection for what network traffic is allowed in and out of your network? SBS 2008 and Windows 7 make it easy to manage firewalls on your network. Both SBS 2008 and Windows 7 use same firewall technology so you don’t need to memorize a different interface. In addition, if your router is UPnP-enabled, SBS 2008 can manage router for you so that network traffic is correctly configured for services such as Remote Web Workplace. No need to look up tables for protocols and ports; SBS 2008 makes changes for you. To view the SBS 2008 firewall properties, open the Windows SBS Console, click the Security tab, select Server Firewall, and then click View Server Firewall properties. Windows 7 uses same firewall technology, but with a twist: since laptops and other devices can be used on other networks, Windows 7 firewall applies location-dependent firewall rules. On a computer running Windows 7, click Start, Control Panel, and then Windows Firewall.
More info: SBS blog