Personal and home level firewalls have been dumbed down to the point that they are user friendly and they assume a lot of things about the packets that are transfered between your PC applications and the internet. They have to be.
Average Joe User has has the ability to handle a check box, but it takes a lot of knowledge to properly configure a firewall that is considered commercial level.
As an example:
Norton Firewall - click box to allow access to the internet
Cisco Pix 501 firewall
names
name XXXXXXXXXX
name XXXXXXXXXX
access-list outside_access_in permit icmp any any
access-list inside_outbound_nat0_acl permit ip XXX.XXX.X.X 255.255.255.0 XXXXXXX 255.255.255.0
access-list outside_cryptomap_20 permit ip XXX.XXX.X.X 255.255.255.0 XXXXXXXXX 255.255.255.0
access-list acl_out permit icmp any any
access-list nonat_vpn permit ip any XXX.XXX.X.X 255.255.255.0
access-list nonat_vpn permit ip host misys host XXX.XXX.X.X
access-list nonat_vpn permit ip host misys host XXX.XXX.X.X
access-list nonat_vpn permit ip host misys host XXX.XXX.X.X
pager lines 24
icmp permit any outside
icmp permit any inside
icmp permit any echo-reply inside
icmp permit any traceroute inside
mtu outside 1500
mtu inside 1500
ip address outside XX.X.X.* XXX.XXX.XXX.XXX
ip address inside XXX.XXX.X.X XXX.XXX.XXX.X
ip audit info action alarm
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Lots more of cryptic instruction here to complete configuration