Does it mess up your PC to have more than one firewall?

Not really. One antivirus and one firewall is enough. Some people may recommend that you have more than one AV or firewall but they will only trip each other up. That said, that only applies to real-time scanning programs. Programs like Spybot and the free version of SUPERAntiSpyware which only have on-demand scanning are a valuable addition to your computer security.