You can just uninstall the other firewall... there shouldnt be any hassles with this.
If you have Service pack 2 installed (you should if they updated your pc), youshould also go into control panel and click on windows firewall. Set it to be off (i know they say its not recommended, but pc cillin is a MUCH better one)
And no i didnt tell you pc cilling 2002 doesnt come with a firewall, i told you it doesnt come with anti-spyware built in (2005 / internet security does)
PC cillin is what i refer to as an "active firewall", it will allow all programs through, but will scan the incoming and outgoing packets for bad code... when it finds something like that, it will block it and keep a record in its logs. On networks, it will require you to add the ip adresses of the computers you consider trusted (anything else wont even be able to ping you). If you run DHCP on a network, you can add an IP range to allow the whole network to see you.
The advantage of this type of firewall is
1. It will block bad code even from trusted sites.
2. ALL programs will work with it (some firewalls have HUGE problems with programs like ICQ, MSN, mIRC, etc)
3. Your transfer speed doesnt get reduced (like with Windows firewall and (sadly) also older versions of sygate (the newer ones are also now active, but they only scan 7 levels deep in the packet, pc cillin scans 21 levels deep))
4. Its very secure, since computers that is not in your trusted IP list, cant even ping you - YET it allows you to view and access any Web page / FTP location, while monitoring the packets
5. Because its active, when you get an attack on a certain port, it will block that port for a random timespan, BUT if you have any applications / downloads on that port, it will automatically remap that port to another port, so that your downloads / programs dont get interupted. With passive firewalls, an attack to a port result in an failed download, or a connection failure in a program.