Although A2 might be designed to run alongside other programs, MSE isn't that co-operative. This is mentioned in the Microsoft support data and you will find issues concerning this being reported in various forums.
Generally speaking there are highly valid reasons for not duplicating security software. Certainly by doing so your overall protection will be reduced and not increased. I've just had a long contact with the Bullguard techs over this very issue. I understood maybe 20% of what they were telling me but I'm not doubting their findings or their advice.
In my opinion (and to be able to make a proper evaluation) I would just try A2 on it's own and see how you get on. Windows firewall is fine, no need to change that.
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Knows nothing and cares even less
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