Extend Your Protection. Sophos XG Firewall works with your Sophos Central Server Protection, sharing information and automatically responding to threats. XG Firewall can run in-line with your current gateway appliance, or replace it. Learn more and try for yourself. Sophos Device Control does not block removable storage devices that are used as system drives, as this typically destabilizes the operating system. Shared Windows components When you install Sophos software, some Windows components that might also be used by . Installation of Sophos Network Threat Protection skipped. Installation of Sophos System Protection skipped. These messages can be safely ignored. Sophos Client Firewall-After upgrading to Windows 10 a computer with a standalone installation of Sophos Endpoint Security and Control that includes Sophos Client Firewall, the firewall configuration.