The unwanted risk in enabling Risk Tracer

Hi,

When I'm trying to enable Risk Tracer for my SEP client, I got the prompt to enable the Firewall policy ?

This is the artcile that I follow: http://www.symantec.com/business/support/index?page=content&id=TECH94526

I do not want to cause any issue in my production server because I do not specifically enable internal firewall for all of the server.

Does this message harmful to the current production environment ?