Do I need a firewall ?

First, unlike a hardware firewall, a software counterpart is just exactly what it implies--a mere program. Second, it's just one more protection layer--NOT the ultimate lifesaver. While it's better to keep your fingers and eyes on the outgoing connections and applications too, a lot of malware (viruses, Trojans, exploits, worms, etc) might be able to penetrate or compromise the protection, unless your firewall is smart enough to mitigate such tricks. So do regularly check what comes from and goes into the internet, Moreover, don't abuse privileged rights, especially for unknown non-sandboxed applications.