If your data is worth millions, don't rely on free advice you got on the internet.
Rather pay someone to assess your environment, and construct a plan that addresses the real risk areas. Messing around with firewalls when you got hit by malware is not going to solve your problem.
Yes, MAYBE your firewall can do anti-virus/malware scanning, etc, but you should also be addressing things like awareness - don't open untrusted attachments, segmentation - separating your users workstations from the servers by a firewall/filter of some sort, possibly making private VLANs so your users cannot talk to each other (so if one user gets hit by malware, the rest of your users are not in the firing line), etc, etc, etc