Smart Firewall vs Windows or Linksys

Years ago when you signed up for any Norton product - you HAD TO TURN OFF the Windows and any Router firewall. 

Today using Norton 360 w/Smart Firewall "are we still required to keep other firewalls turned OFF?"

My Goal is to to have others that want to use my WiFi required to use a Security Key to get in and show it as "Locked" to the World.