NLB and Windows Firewall
Well it seems that yes, you can in fact run windows firewall on boxes running NLB. This is presuming that your NLB is setup correctly. After logging a call to Microsoft (and talking to someone who had never setup NLB before - grrr) I eventually rebuilt my test boxes from scratch and setup NLB in the prescribed way, as opposed to copying what we have in production. Turns out our production servers are incorrectly setup too. Which is surprising because they *work*, and have done for years, and Luc set them up based on the way servers are setup for the entire organisation (!)
Next week we'll be reconfiguring the production servers, and then will try enabling the firewall on them again...