[CentOS] Firewall for virtual machines

I realize I'm not getting a lot of questions answered here lately, and I'm going to presume that this is for legitimate reasons (i.e., people don't know or are too busy to think about it), not because they seem stupid (if they do, please tell me, on the list or privately).

I run Windows as a VMWare guest on top of my CentOS host, and I generally have not used a firewall on the guest. This is partly because I only run it rarely, and it seems like a waste when it's running on a host that has its own, pretty effective firewall, but today I began to wonder - would it be a bad idea (or a complete waste) to use a firewall, like ZoneAlarm, on my Windows guest OS?

Opinions welcome.

Thanks.

mhr