Use of Firewall in System Preferences

On an iMac 2.66 GHz, Intel Core duo running OS 10.6.5, is there any downside to having the "security firewall" turned on in "system preferences"? I recently read an article suggesting that one go to "system preference", enter "security", and turn "firewall on".
I am now wondering if this prevents system updates or any other useful functions which I previously got automatically with security set to "firewall off". I could not find anything in "help" which told me what this feature actually does although it sounds good offhand...like a lot of great things which often have future unforseen adverse consequences.

If you turn the Firewall on it won't prevent you keeping your computer up-to-date.
You will also be able to selectively add applications such as Safari, Skype, iTunes etc. to 'allow incoming connections'.
Once you the Firewall on - and I think most would recommend you do - you won't know that it's running.
The first time you launch Skype, for example, after turning it on you will be presented with a message saying something like 'do you wish to allow incoming connections from application xxxx' - once you say yes or no that's it.
You can also add or delete applications that have access under the Firewall's 'advanced' button.

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